5.10Open5.20Pre Close22 Volume24 Open Interest51.50Strike Price11.36KTurnover63.94%IV0.50%PremiumNov 29, 2024Expiry Date5.13Intrinsic Value100Multiplier7DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8615Delta0.0446Gamma10.30Leverage Ratio-0.0843Theta0.0082Rho8.87Eff Leverage0.0171Vega