4.90Open3.62Pre Close32 Volume277 Open Interest39.00Strike Price11.45KTurnover82.01%IV0.98%PremiumDec 20, 2024Expiry Date2.84Intrinsic Value100Multiplier3DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.8199Delta0.0776Gamma13.08Leverage Ratio-0.1305Theta0.0030Rho10.72Eff Leverage0.0108Vega