3.80Open2.50Pre Close32 Volume130 Open Interest98.00Strike Price11.33KTurnover33.17%IV1.55%PremiumJan 10, 2025Expiry Date1.91Intrinsic Value100Multiplier2DDays to Expiry1.49Extrinsic Value100Contract SizeAmericanOptions Type-0.7869Delta0.1230Gamma45.11Leverage Ratio-0.1653Theta-0.0037Rho-35.50Eff Leverage0.0209Vega