0.29Open0.19Pre Close400 Volume32.32K Open Interest60.00Strike Price11.53KTurnover19.55%IV0.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.5806Delta0.4233Gamma178.91Leverage Ratio-0.0955Theta0.0021Rho103.88Eff Leverage0.0184Vega