6.10Open4.65Pre Close14 Volume13 Open Interest54.00Strike Price11.57KTurnover145.73%IV1.78%PremiumOct 11, 2024Expiry Date7.66Intrinsic Value100Multiplier4DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type0.8157Delta0.0283Gamma7.01Leverage Ratio-0.3197Theta0.0046Rho5.71Eff Leverage0.0172Vega