5.40Open4.70Pre Close29 Volume55 Open Interest113.00Strike Price11.48KTurnover39.19%IV1.87%PremiumJan 17, 2025Expiry Date1.72Intrinsic Value100Multiplier13DDays to Expiry2.08Extrinsic Value100Contract SizeAmericanOptions Type-0.5590Delta0.0474Gamma26.50Leverage Ratio-0.1178Theta-0.0215Rho-14.81Eff Leverage0.0843Vega