5.40Open4.70Pre Close29 Volume55 Open Interest113.00Strike Price11.48KTurnover42.39%IV1.87%PremiumJan 17, 2025Expiry Date1.72Intrinsic Value100Multiplier11DDays to Expiry2.08Extrinsic Value100Contract SizeAmericanOptions Type-0.5604Delta0.0475Gamma26.50Leverage Ratio-0.1400Theta-0.0184Rho-14.85Eff Leverage0.0776Vega