1.18Open0.95Pre Close98 Volume716 Open Interest41.00Strike Price11.56KTurnover20.73%IV1.78%PremiumJan 17, 2025Expiry Date0.46Intrinsic Value100Multiplier25DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type-0.5745Delta0.1837Gamma36.04Leverage Ratio-0.0150Theta-0.0133Rho-20.70Eff Leverage0.0412Vega