11.20Open6.75Pre Close11 Volume105 Open Interest215.00Strike Price11.89KTurnover40.43%IV0.89%PremiumMay 2, 2025Expiry Date5.03Intrinsic Value100Multiplier1DDays to Expiry1.87Extrinsic Value100Contract SizeAmericanOptions Type-0.6898Delta0.0642Gamma53.84Leverage Ratio-0.7277Theta-0.0057Rho-37.14Eff Leverage0.0481Vega