5.50Open5.50Pre Close20 Volume4.88K Open Interest35.00Strike Price11.00KTurnover104.02%IV0.02%PremiumJan 17, 2025Expiry Date5.49Intrinsic Value100Multiplier5DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8894Delta0.0370Gamma6.98Leverage Ratio-0.0915Theta0.0044Rho6.21Eff Leverage0.0093Vega