5.70Open6.56Pre Close20 Volume3.73K Open Interest15.00Strike Price11.56KTurnover200.96%IV0.43%PremiumJan 17, 2025Expiry Date5.75Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8819Delta0.0612Gamma1.57Leverage Ratio-0.0266Theta-0.0034Rho-1.38Eff Leverage0.0032Vega