0.90Open0.42Pre Close143 Volume5.77K Open Interest15.00Strike Price11.29KTurnover39.88%IV0.65%PremiumJan 17, 2025Expiry Date0.40Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7145Delta0.4430Gamma28.00Leverage Ratio-0.0249Theta0.0016Rho20.01Eff Leverage0.0065Vega