23.75Open28.00Pre Close5 Volume132 Open Interest114.00Strike Price11.74KTurnover80.12%IV0.18%PremiumNov 29, 2024Expiry Date23.01Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9887Delta0.0026Gamma5.92Leverage Ratio-0.0453Theta0.0123Rho5.85Eff Leverage0.0043Vega
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