16.50Open22.60Pre Close9 Volume2 Open Interest420.00Strike Price11.35KTurnover26.37%IV1.36%PremiumOct 18, 2024Expiry Date4.95Intrinsic Value100Multiplier14DDays to Expiry5.65Extrinsic Value100Contract SizeAmericanOptions Type-0.5676Delta0.0182Gamma37.56Leverage Ratio-0.2714Theta-0.0828Rho-21.32Eff Leverage0.3255Vega