6.20Open14.28Pre Close37 Volume115 Open Interest106.12Strike Price11.57KTurnover83.43%IV8.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry3.41Extrinsic Value100Contract SizeAmericanOptions Type0.3664Delta0.0305Gamma34.81Leverage Ratio-0.3086Theta0.0073Rho12.75Eff Leverage0.0556Vega