114.28Open274.88Pre Close1 Volume4 Open Interest20610.00Strike Price11.43KTurnover23.97%IV0.34%PremiumNov 27, 2024Expiry Date43.13Intrinsic Value100Multiplier0DDays to Expiry71.15Extrinsic Value100Contract SizeEuropeanOptions Type0.6831Delta0.0032Gamma297.60Leverage Ratio-108.5271Theta0.0718Rho203.29Eff Leverage1.6636Vega