52.83Open59.59Pre Close2.72K Volume803 Open Interest5965.00Strike Price11.37MTurnover20.11%IV0.01%PremiumNov 27, 2024Expiry Date40.64Intrinsic Value100Multiplier0DDays to Expiry0.86Extrinsic Value100Contract SizeEuropeanOptions Type0.8967Delta0.0062Gamma142.48Leverage Ratio-13.0130Theta0.0308Rho127.76Eff Leverage0.2590Vega