3.60Open3.30Pre Close29 Volume359 Open Interest200.00Strike Price11.64KTurnover22.86%IV0.39%PremiumDec 6, 2024Expiry Date3.35Intrinsic Value100Multiplier2DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type-0.8451Delta0.0755Gamma55.01Leverage Ratio-0.1748Theta-0.0069Rho-46.48Eff Leverage0.0336Vega