0.85Open0.55Pre Close98 Volume290 Open Interest36.50Strike Price11.57KTurnover66.70%IV0.55%PremiumJan 17, 2025Expiry Date1.34Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7577Delta0.1659Gamma25.74Leverage Ratio-0.1572Theta0.0015Rho19.50Eff Leverage0.0088Vega