5.50Open6.31Pre Close21 Volume1.86K Open Interest35.00Strike Price11.57KTurnover84.28%IV4.04%PremiumDec 20, 2024Expiry Date4.12Intrinsic Value100Multiplier24DDays to Expiry1.58Extrinsic Value100Contract SizeAmericanOptions Type0.7360Delta0.0387Gamma6.80Leverage Ratio-0.0607Theta0.0152Rho5.01Eff Leverage0.0328Vega