3.92Open3.81Pre Close26 Volume107 Open Interest187.50Strike Price11.58KTurnover74.94%IV0.43%PremiumDec 27, 2024Expiry Date5.30Intrinsic Value100Multiplier0DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type-0.9578Delta0.0290Gamma32.98Leverage Ratio-0.6768Theta-0.0008Rho-31.58Eff Leverage0.0038Vega