5.20Open6.65Pre Close22 Volume59 Open Interest9.50Strike Price11.36KTurnover290.59%IV0.62%PremiumDec 6, 2024Expiry Date5.06Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9535Delta0.0241Gamma2.83Leverage Ratio-0.0527Theta0.0008Rho2.70Eff Leverage0.0014Vega