5.79Open6.80Pre Close20 Volume4 Open Interest140.00Strike Price11.64KTurnover23.58%IV0.84%PremiumDec 20, 2024Expiry Date4.73Intrinsic Value100Multiplier27DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6847Delta0.0431Gamma22.18Leverage Ratio-0.0485Theta-0.0543Rho-15.18Eff Leverage0.1289Vega