5.42Open4.94Pre Close23 Volume707 Open Interest12.50Strike Price11.31KTurnover129.88%IV0.89%PremiumJan 17, 2025Expiry Date4.35Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9271Delta0.0368Gamma3.74Leverage Ratio-0.0250Theta0.0033Rho3.47Eff Leverage0.0040Vega