3.40Open2.71Pre Close29 Volume142 Open Interest200.00Strike Price11.66KTurnover59.70%IV15.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry4.31Extrinsic Value100Contract SizeAmericanOptions Type-0.1353Delta0.0066Gamma96.28Leverage Ratio-0.1685Theta-0.0176Rho-13.03Eff Leverage0.1198Vega