116.22Open148.10Pre Close1 Volume90 Open Interest350.00Strike Price11.62KTurnover6266.53%IV0.29%PremiumJan 17, 2025Expiry Date114.86Intrinsic Value100Multiplier-2DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type0.9816Delta0.0007Gamma4.03Leverage Ratio-740.1854Theta0.0000Rho3.96Eff Leverage0.0005Vega