5.67Open5.60Pre Close20 Volume397 Open Interest17.50Strike Price11.34KTurnover64.16%IV-0.81%PremiumDec 20, 2024Expiry Date5.86Intrinsic Value100Multiplier18DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9826Delta0.0128Gamma3.96Leverage Ratio-0.0058Theta0.0085Rho3.89Eff Leverage0.0022Vega