0.60Open0.68Pre Close168 Volume473 Open Interest7.50Strike Price11.45KTurnover55.27%IV0.29%PremiumJan 17, 2025Expiry Date0.59Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9271Delta0.3767Gamma11.52Leverage Ratio-0.0058Theta-0.0005Rho-10.68Eff Leverage0.0010Vega