0.55Open0.90Pre Close234 Volume370 Open Interest195.00Strike Price11.21KTurnover28.44%IV2.42%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.1812Delta0.0634Gamma522.77Leverage Ratio-0.2571Theta0.0020Rho94.70Eff Leverage0.0385Vega