2.68Open2.07Pre Close47 Volume377 Open Interest37.00Strike Price11.71KTurnover191.45%IV0.32%PremiumJan 10, 2025Expiry Date2.28Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.8767Delta0.1096Gamma14.53Leverage Ratio-0.6514Theta-0.0002Rho-12.74Eff Leverage0.0020Vega