11.60Open12.50Pre Close1 Volume13 Open Interest470.00Strike Price1.16KTurnover28.98%IV2.32%PremiumJan 17, 2025Expiry Date0.68Intrinsic Value100Multiplier20DDays to Expiry10.92Extrinsic Value100Contract SizeAmericanOptions Type0.5362Delta0.0123Gamma34.23Leverage Ratio-0.3470Theta0.1330Rho18.35Eff Leverage0.4414Vega