5.60Open7.30Pre Close20 Volume64 Open Interest37.46Strike Price11.20KTurnover64.70%IV0.35%PremiumJan 17, 2025Expiry Date5.45Intrinsic Value100Multiplier9DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9210Delta0.0341Gamma7.59Leverage Ratio-0.0392Theta0.0082Rho6.99Eff Leverage0.0098Vega