114.68Open120.80Pre Close1 Volume28 Open Interest220.00Strike Price11.47KTurnover531.12%IV0.90%PremiumJan 10, 2025Expiry Date111.70Intrinsic Value100Multiplier0DDays to Expiry2.98Extrinsic Value100Contract SizeAmericanOptions Type0.9939Delta0.0003Gamma2.97Leverage Ratio-1.1674Theta0.0022Rho2.95Eff Leverage0.0018Vega