5.32Open4.67Pre Close23 Volume71 Open Interest597.00Strike Price11.74KTurnover20.45%IV0.07%PremiumNov 27, 2024Expiry Date3.90Intrinsic Value100Multiplier0DDays to Expiry0.44Extrinsic Value100Contract SizeEuropeanOptions Type0.8792Delta0.0653Gamma148.19Leverage Ratio-1.4110Theta0.0033Rho130.28Eff Leverage0.0303Vega