0.25Open0.15Pre Close524 Volume6.65K Open Interest6.00Strike Price11.53KTurnover69.17%IV6.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4290Delta0.5799Gamma29.15Leverage Ratio-0.0135Theta0.0006Rho12.51Eff Leverage0.0038Vega