0.86Open0.87Pre Close116 Volume563 Open Interest93.00Strike Price11.07KTurnover24.73%IV0.51%PremiumJan 10, 2025Expiry Date0.40Intrinsic Value100Multiplier2DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.5927Delta0.2468Gamma110.24Leverage Ratio-0.2045Theta-0.0024Rho-65.34Eff Leverage0.0247Vega