11.35Open7.69Pre Close1 Volume191 Open Interest640.00Strike Price1.14KTurnover26.83%IV1.46%PremiumJan 17, 2025Expiry Date2.01Intrinsic Value100Multiplier4DDays to Expiry9.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5338Delta0.0224Gamma79.75Leverage Ratio-0.9262Theta-0.0339Rho-42.57Eff Leverage0.2630Vega