6.10Open4.65Pre Close14 Volume13 Open Interest54.00Strike Price11.57KTurnover148.09%IV1.97%PremiumOct 11, 2024Expiry Date7.55Intrinsic Value100Multiplier4DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type0.8111Delta0.0283Gamma6.99Leverage Ratio-0.3300Theta0.0046Rho5.67Eff Leverage0.0175Vega