2.18Open2.47Pre Close54 Volume468 Open Interest125.00Strike Price11.47KTurnover21.24%IV0.71%PremiumOct 18, 2024Expiry Date1.07Intrinsic Value100Multiplier4DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type-0.6325Delta0.1312Gamma71.43Leverage Ratio-0.1215Theta-0.0084Rho-45.18Eff Leverage0.0513Vega