0.45Open0.36Pre Close245 Volume218 Open Interest53.00Strike Price11.03KTurnover34.30%IV3.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2785Delta0.1317Gamma120.84Leverage Ratio-0.0628Theta-0.0027Rho-33.66Eff Leverage0.0250Vega