11.20Open6.75Pre Close11 Volume105 Open Interest215.00Strike Price11.89KTurnover37.50%IV0.89%PremiumMay 2, 2025Expiry Date5.03Intrinsic Value100Multiplier2DDays to Expiry1.87Extrinsic Value100Contract SizeAmericanOptions Type-0.6891Delta0.0641Gamma53.84Leverage Ratio-0.6094Theta-0.0066Rho-37.10Eff Leverage0.0520Vega