19.48Open18.40Pre Close6 Volume6 Open Interest145.00Strike Price11.59KTurnover50.33%IV0.59%PremiumJan 17, 2025Expiry Date18.04Intrinsic Value100Multiplier10DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.9292Delta0.0100Gamma8.74Leverage Ratio-0.1058Theta0.0361Rho8.12Eff Leverage0.0364Vega