4.81Open7.23Pre Close24 Volume1.96K Open Interest170.00Strike Price11.36KTurnover27.59%IV0.28%PremiumJan 17, 2025Expiry Date4.10Intrinsic Value100Multiplier11DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.6822Delta0.0462Gamma30.16Leverage Ratio-0.1204Theta-0.0288Rho-20.58Eff Leverage0.1012Vega