0.45Open0.36Pre Close245 Volume218 Open Interest53.00Strike Price11.03KTurnover36.08%IV3.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2788Delta0.1320Gamma120.84Leverage Ratio-0.0700Theta-0.0024Rho-33.69Eff Leverage0.0237Vega