0.60Open0.60Pre Close180 Volume6.56K Open Interest1.50Strike Price11.60KTurnover141.76%IV0.96%PremiumJan 17, 2025Expiry Date0.58Intrinsic Value100Multiplier11DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9280Delta0.2690Gamma3.47Leverage Ratio-0.0033Theta0.0004Rho3.22Eff Leverage0.0005Vega