5.70Open5.49Pre Close20 Volume14 Open Interest15.00Strike Price11.45KTurnover451.09%IV-0.33%PremiumJan 10, 2025Expiry Date5.78Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9029Delta0.0562Gamma1.56Leverage Ratio-0.1027Theta-0.0007Rho-1.41Eff Leverage0.0012Vega