11.50Open7.25Pre Close10 Volume56 Open Interest107.00Strike Price11.50KTurnover53.53%IV0.00%PremiumJan 17, 2025Expiry Date11.50Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9923Delta0.0043Gamma10.33Leverage Ratio-0.0244Theta0.0064Rho10.25Eff Leverage0.0019Vega