5.80Open3.55Pre Close21 Volume766 Open Interest10.00Strike Price11.76KTurnover141.28%IV2.79%PremiumJan 17, 2025Expiry Date4.70Intrinsic Value100Multiplier24DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.8964Delta0.0336Gamma3.03Leverage Ratio-0.0210Theta0.0054Rho2.72Eff Leverage0.0068Vega