5.40Open7.41Pre Close22 Volume281 Open Interest605.00Strike Price11.17KTurnover27.06%IV0.29%PremiumDec 6, 2024Expiry Date5.74Intrinsic Value100Multiplier1DDays to Expiry1.76Extrinsic Value100Contract SizeAmericanOptions Type-0.7615Delta0.0363Gamma85.30Leverage Ratio-1.1300Theta-0.0114Rho-64.96Eff Leverage0.0981Vega