11.50Open14.50Pre Close1 Volume24 Open Interest420.00Strike Price1.15KTurnover22.57%IV2.10%PremiumJan 17, 2025Expiry Date2.62Intrinsic Value100Multiplier23DDays to Expiry8.88Extrinsic Value100Contract SizeAmericanOptions Type0.5739Delta0.0162Gamma36.43Leverage Ratio-0.2323Theta0.1479Rho20.91Eff Leverage0.4193Vega