5.00Open4.50Pre Close23 Volume8 Open Interest35.00Strike Price11.68KTurnover128.89%IV6.45%PremiumJan 17, 2025Expiry Date3.04Intrinsic Value100Multiplier21DDays to Expiry2.06Extrinsic Value100Contract SizeAmericanOptions Type-0.5506Delta0.0397Gamma5.51Leverage Ratio-0.0905Theta-0.0123Rho-3.03Eff Leverage0.0307Vega