5.35Open8.57Pre Close22 Volume143 Open Interest177.50Strike Price11.26KTurnover38.44%IV0.52%PremiumDec 6, 2024Expiry Date3.91Intrinsic Value100Multiplier3DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.7319Delta0.0491Gamma35.57Leverage Ratio-0.3598Theta0.0118Rho26.03Eff Leverage0.0575Vega