0.85Open1.05Pre Close14 Volume23 Open Interest1.50Strike Price1.17KTurnover228.78%IV6.25%PremiumJan 17, 2025Expiry Date0.79Intrinsic Value100Multiplier10DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8901Delta0.2233Gamma2.77Leverage Ratio-0.0080Theta0.0003Rho2.47Eff Leverage0.0007Vega