5.45Open4.25Pre Close18 Volume229 Open Interest73.00Strike Price11.02KTurnover39.33%IV0.05%PremiumNov 29, 2024Expiry Date6.26Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9881Delta0.0106Gamma12.58Leverage Ratio-0.0184Theta0.0063Rho12.43Eff Leverage0.0023Vega