4.60Open2.90Pre Close25 Volume69 Open Interest210.00Strike Price11.52KTurnover19.06%IV0.16%PremiumOct 11, 2024Expiry Date4.38Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.8090Delta0.0676Gamma44.70Leverage Ratio-0.1196Theta-0.0147Rho-36.16Eff Leverage0.0597Vega