6.20Open5.55Pre Close21 Volume118 Open Interest25.00Strike Price11.12KTurnover226.58%IV15.39%PremiumJan 17, 2025Expiry Date1.48Intrinsic Value100Multiplier13DDays to Expiry3.62Extrinsic Value100Contract SizeAmericanOptions Type-0.4674Delta0.0387Gamma4.75Leverage Ratio-0.1518Theta-0.0054Rho-2.22Eff Leverage0.0180Vega