55.60Open49.13Pre Close2 Volume1.56K Open Interest115.00Strike Price11.10KTurnover320.06%IV0.61%PremiumJan 17, 2025Expiry Date54.32Intrinsic Value100Multiplier2DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type0.9496Delta0.0024Gamma3.06Leverage Ratio-0.7950Theta0.0067Rho2.90Eff Leverage0.0140Vega