5.50Open4.93Pre Close21 Volume97 Open Interest90.00Strike Price11.55KTurnover22.20%IV0.51%PremiumJan 17, 2025Expiry Date5.07Intrinsic Value100Multiplier20DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.8652Delta0.0584Gamma16.18Leverage Ratio-0.0175Theta-0.0250Rho-14.00Eff Leverage0.0425Vega