56.32Open68.61Pre Close2 Volume1.10K Open Interest70.00Strike Price11.27KTurnover219.70%IV-2.60%PremiumJan 17, 2025Expiry Date59.70Intrinsic Value100Multiplier6DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9892Delta0.0008Gamma2.17Leverage Ratio-0.0803Theta0.0116Rho2.14Eff Leverage0.0048Vega