0.50Open0.52Pre Close234 Volume1.53K Open Interest20.00Strike Price11.44KTurnover64.25%IV13.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.2891Delta0.1218Gamma38.47Leverage Ratio-0.0232Theta0.0028Rho11.12Eff Leverage0.0149Vega