3.75Open5.84Pre Close39 Volume70 Open Interest60.00Strike Price11.24KTurnover40.12%IV2.53%PremiumDec 20, 2024Expiry Date1.64Intrinsic Value100Multiplier15DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type0.6516Delta0.0725Gamma20.55Leverage Ratio-0.0661Theta0.0158Rho13.39Eff Leverage0.0470Vega