3.92Open3.81Pre Close26 Volume107 Open Interest187.50Strike Price11.58KTurnover70.97%IV0.46%PremiumDec 27, 2024Expiry Date5.26Intrinsic Value100Multiplier0DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type-0.9667Delta0.0256Gamma35.05Leverage Ratio-0.5226Theta-0.0007Rho-33.88Eff Leverage0.0031Vega