1.42Open1.73Pre Close90 Volume1.98K Open Interest25.00Strike Price11.36KTurnover44.04%IV4.63%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier22DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.5356Delta0.1469Gamma22.25Leverage Ratio-0.0262Theta0.0074Rho11.92Eff Leverage0.0244Vega