4.60Open4.00Pre Close25 Volume478 Open Interest170.00Strike Price11.51KTurnover34.41%IV3.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry4.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4345Delta0.0270Gamma34.62Leverage Ratio-0.1211Theta-0.0429Rho-15.04Eff Leverage0.1672Vega