11.80Open11.10Pre Close3 Volume32 Open Interest40.00Strike Price3.64KTurnover228.08%IV-0.48%PremiumDec 6, 2024Expiry Date12.55Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9612Delta0.0099Gamma4.14Leverage Ratio-0.1354Theta0.0019Rho3.98Eff Leverage0.0031Vega