2.05Open0.82Pre Close54 Volume134 Open Interest45.00Strike Price11.07KTurnover98.51%IV6.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry2.05Extrinsic Value100Contract SizeAmericanOptions Type-0.4186Delta0.0739Gamma26.52Leverage Ratio-0.2145Theta-0.0027Rho-11.10Eff Leverage0.0210Vega