2.48Open2.76Pre Close44 Volume478 Open Interest22.50Strike Price11.19KTurnover6187.00%IV0.15%PremiumJan 17, 2025Expiry Date2.67Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7867Delta0.1014Gamma6.67Leverage Ratio-210.7455Theta0.0000Rho-5.24Eff Leverage0.0001Vega