3.92Open3.81Pre Close26 Volume107 Open Interest187.50Strike Price11.58KTurnover99.69%IV0.39%PremiumDec 27, 2024Expiry Date5.39Intrinsic Value100Multiplier0DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.8977Delta0.0422Gamma31.00Leverage Ratio-1.8492Theta-0.0008Rho-27.83Eff Leverage0.0076Vega