5.60Open5.00Pre Close32 Volume189 Open Interest955.00Strike Price11.45KTurnover28.17%IV3.41%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.1904Delta0.0096Gamma375.70Leverage Ratio-0.9288Theta0.0202Rho71.54Eff Leverage0.2719Vega