2.18Open2.47Pre Close54 Volume505 Open Interest125.00Strike Price11.47KTurnover25.64%IV0.71%PremiumOct 18, 2024Expiry Date1.07Intrinsic Value100Multiplier4DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type-0.6098Delta0.1115Gamma63.55Leverage Ratio-0.1539Theta-0.0081Rho-38.75Eff Leverage0.0517Vega