11.60Open15.00Pre Close4 Volume5 Open Interest115.00Strike Price4.64KTurnover59.68%IV3.81%PremiumNov 15, 2024Expiry Date6.95Intrinsic Value100Multiplier20DDays to Expiry4.65Extrinsic Value100Contract SizeAmericanOptions Type0.6925Delta0.0204Gamma11.19Leverage Ratio-0.1583Theta0.0413Rho7.75Eff Leverage0.1016Vega