6.10Open4.65Pre Close14 Volume13 Open Interest54.00Strike Price11.57KTurnover147.60%IV1.73%PremiumOct 11, 2024Expiry Date7.69Intrinsic Value100Multiplier4DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type0.8120Delta0.0283Gamma6.89Leverage Ratio-0.3279Theta0.0046Rho5.60Eff Leverage0.0174Vega