11.70Open10.50Pre Close1 Volume202 Open Interest135.00Strike Price1.17KTurnover39.14%IV1.05%PremiumJan 17, 2025Expiry Date10.17Intrinsic Value100Multiplier23DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type0.7923Delta0.0200Gamma11.80Leverage Ratio-0.1013Theta0.0651Rho9.35Eff Leverage0.1046Vega