0.45Open0.36Pre Close245 Volume218 Open Interest53.00Strike Price11.03KTurnover35.72%IV3.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2788Delta0.1319Gamma120.84Leverage Ratio-0.0685Theta-0.0025Rho-33.69Eff Leverage0.0240Vega