6.50Open5.60Pre Close18 Volume162 Open Interest100.00Strike Price11.43KTurnover50.04%IV1.85%PremiumJan 17, 2025Expiry Date4.37Intrinsic Value100Multiplier15DDays to Expiry1.93Extrinsic Value100Contract SizeAmericanOptions Type0.6975Delta0.0328Gamma15.35Leverage Ratio-0.1330Theta0.0272Rho10.70Eff Leverage0.0741Vega