0.90Open1.02Pre Close140 Volume11.55K Open Interest7.50Strike Price11.26KTurnover105.91%IV10.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type-0.4389Delta0.2024Gamma10.04Leverage Ratio-0.0174Theta-0.0022Rho-4.41Eff Leverage0.0073Vega