11.50Open14.50Pre Close1 Volume24 Open Interest420.00Strike Price1.15KTurnover22.32%IV2.10%PremiumJan 17, 2025Expiry Date2.62Intrinsic Value100Multiplier24DDays to Expiry8.88Extrinsic Value100Contract SizeAmericanOptions Type0.5743Delta0.0163Gamma36.43Leverage Ratio-0.2280Theta0.1509Rho20.92Eff Leverage0.4233Vega