0.60Open0.68Pre Close168 Volume473 Open Interest7.50Strike Price11.45KTurnover53.37%IV0.29%PremiumJan 17, 2025Expiry Date0.59Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9266Delta0.3791Gamma11.52Leverage Ratio-0.0055Theta-0.0005Rho-10.67Eff Leverage0.0010Vega