6.35Open5.70Pre Close20 Volume108 Open Interest250.00Strike Price11.38KTurnover86.28%IV-0.26%PremiumDec 13, 2024Expiry Date6.23Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8872Delta0.0445Gamma39.48Leverage Ratio-2.6488Theta-0.0009Rho-35.02Eff Leverage0.0096Vega