11.18Open11.10Pre Close3 Volume82 Open Interest15.00Strike Price3.35KTurnover1126.84%IV11.16%PremiumJan 17, 2025Expiry Date10.70Intrinsic Value100Multiplier2DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type-0.8782Delta0.0590Gamma0.40Leverage Ratio-0.1367Theta-0.0006Rho-0.35Eff Leverage0.0006Vega