11.70Open10.50Pre Close1 Volume202 Open Interest135.00Strike Price1.17KTurnover39.64%IV1.05%PremiumJan 17, 2025Expiry Date10.17Intrinsic Value100Multiplier22DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type0.7918Delta0.0200Gamma11.80Leverage Ratio-0.1036Theta0.0636Rho9.35Eff Leverage0.1036Vega