5.70Open6.56Pre Close20 Volume3.73K Open Interest15.00Strike Price11.56KTurnover185.19%IV0.43%PremiumJan 17, 2025Expiry Date5.75Intrinsic Value100Multiplier13DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8808Delta0.0616Gamma1.57Leverage Ratio-0.0226Theta-0.0039Rho-1.38Eff Leverage0.0035Vega