5.69Open4.10Pre Close23 Volume310 Open Interest225.00Strike Price11.68KTurnover28.51%IV-0.01%PremiumJan 10, 2025Expiry Date4.83Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8757Delta0.0511Gamma43.60Leverage Ratio-0.2052Theta-0.0067Rho-38.18Eff Leverage0.0294Vega