5.75Open4.00Pre Close21 Volume104 Open Interest55.00Strike Price11.64KTurnover54.20%IV1.02%PremiumDec 20, 2024Expiry Date4.92Intrinsic Value100Multiplier17DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.7872Delta0.0407Gamma10.07Leverage Ratio-0.0642Theta0.0199Rho7.93Eff Leverage0.0382Vega