0.90Open0.42Pre Close143 Volume5.77K Open Interest15.00Strike Price11.29KTurnover39.42%IV0.65%PremiumJan 17, 2025Expiry Date0.40Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7147Delta0.4432Gamma28.00Leverage Ratio-0.0243Theta0.0017Rho20.01Eff Leverage0.0066Vega