6.40Open9.96Pre Close18 Volume21 Open Interest55.00Strike Price11.52KTurnover59.98%IV0.47%PremiumJan 17, 2025Expiry Date6.11Intrinsic Value100Multiplier12DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8477Delta0.0351Gamma9.05Leverage Ratio-0.0700Theta0.0151Rho7.67Eff Leverage0.0264Vega