6.90Open14.94Pre Close13 Volume12 Open Interest995.00Strike Price11.50KTurnover18.64%IV0.03%PremiumNov 1, 2024Expiry Date15.13Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.9187Delta0.0150Gamma63.50Leverage Ratio-0.3000Theta-0.0216Rho-58.34Eff Leverage0.0864Vega