5.45Open4.54Pre Close21 Volume791 Open Interest72.50Strike Price11.55KTurnover71.82%IV1.87%PremiumMay 16, 2025Expiry Date4.07Intrinsic Value100Multiplier7DDays to Expiry1.43Extrinsic Value100Contract SizeAmericanOptions Type0.7229Delta0.0426Gamma13.80Leverage Ratio-0.1866Theta0.0102Rho9.97Eff Leverage0.0367Vega