0.35Open0.35Pre Close511 Volume3.26K Open Interest8.00Strike Price11.71KTurnover173.40%IV41.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0745Delta0.0249Gamma59.60Leverage Ratio-0.0182Theta-0.0007Rho-4.44Eff Leverage0.0046Vega