5.10Open5.65Pre Close21 Volume97 Open Interest99.00Strike Price11.67KTurnover127.14%IV4.25%PremiumDec 6, 2024Expiry Date1.44Intrinsic Value100Multiplier3DDays to Expiry4.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5192Delta0.0341Gamma17.82Leverage Ratio-0.7803Theta-0.0047Rho-9.25Eff Leverage0.0366Vega