6.20Open14.28Pre Close37 Volume115 Open Interest106.12Strike Price11.57KTurnover81.61%IV8.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry3.41Extrinsic Value100Contract SizeAmericanOptions Type0.3665Delta0.0305Gamma34.81Leverage Ratio-0.2952Theta0.0076Rho12.76Eff Leverage0.0569Vega