5.82Open7.90Pre Close20 Volume82 Open Interest72.50Strike Price11.64KTurnover53.39%IV2.66%PremiumJan 17, 2025Expiry Date4.00Intrinsic Value100Multiplier11DDays to Expiry1.82Extrinsic Value100Contract SizeAmericanOptions Type-0.7128Delta0.0546Gamma13.70Leverage Ratio-0.0949Theta-0.0136Rho-9.77Eff Leverage0.0402Vega