0.50Open0.52Pre Close234 Volume1.53K Open Interest20.00Strike Price11.44KTurnover64.54%IV13.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.2904Delta0.1214Gamma38.06Leverage Ratio-0.0234Theta0.0028Rho11.05Eff Leverage0.0150Vega