5.32Open4.67Pre Close23 Volume71 Open Interest597.00Strike Price11.74KTurnover18.82%IV0.05%PremiumNov 27, 2024Expiry Date4.01Intrinsic Value100Multiplier0DDays to Expiry0.33Extrinsic Value100Contract SizeEuropeanOptions Type0.8937Delta0.0651Gamma145.88Leverage Ratio-1.2021Theta0.0033Rho130.37Eff Leverage0.0275Vega