2.68Open2.07Pre Close47 Volume392 Open Interest37.00Strike Price11.71KTurnover144.35%IV0.32%PremiumJan 10, 2025Expiry Date2.28Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.8864Delta0.1077Gamma14.62Leverage Ratio-0.3610Theta-0.0004Rho-12.96Eff Leverage0.0024Vega