11.40Open11.40Pre Close0 Volume1 Open Interest195.00Strike Price0.00Turnover32.06%IV3.60%PremiumJan 17, 2025Expiry Date4.23Intrinsic Value100Multiplier12DDays to Expiry7.17Extrinsic Value100Contract SizeAmericanOptions Type0.6607Delta0.0308Gamma27.29Leverage Ratio-0.1898Theta0.0432Rho18.03Eff Leverage0.1360Vega