5.54Open5.94Pre Close20 Volume342 Open Interest110.00Strike Price11.06KTurnover26.97%IV0.01%PremiumJan 17, 2025Expiry Date5.39Intrinsic Value100Multiplier9DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8805Delta0.0409Gamma19.89Leverage Ratio-0.0652Theta0.0236Rho17.52Eff Leverage0.0361Vega