6.67Open6.25Pre Close16 Volume2.05K Open Interest70.00Strike Price11.52KTurnover57.13%IV1.44%PremiumJan 17, 2025Expiry Date5.65Intrinsic Value100Multiplier20DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type0.7452Delta0.0314Gamma10.09Leverage Ratio-0.0868Theta0.0274Rho7.52Eff Leverage0.0575Vega