5.80Open3.55Pre Close21 Volume766 Open Interest10.00Strike Price11.76KTurnover99.17%IV1.96%PremiumJan 17, 2025Expiry Date4.82Intrinsic Value100Multiplier24DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.9501Delta0.0275Gamma2.93Leverage Ratio-0.0090Theta0.0061Rho2.79Eff Leverage0.0039Vega
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