4.60Open2.90Pre Close25 Volume69 Open Interest210.00Strike Price11.52KTurnover17.24%IV0.31%PremiumOct 11, 2024Expiry Date4.07Intrinsic Value100Multiplier4DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.8400Delta0.0686Gamma47.89Leverage Ratio-0.0917Theta-0.0142Rho-40.23Eff Leverage0.0531Vega