2.70Open13.77Pre Close114 Volume19 Open Interest37.50Strike Price11.15KTurnover422.78%IV24.76%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.1292Delta0.0395Gamma94.53Leverage Ratio-0.8734Theta0.0001Rho12.22Eff Leverage0.0027Vega