0.33Open0.41Pre Close297 Volume2.20K Open Interest19.00Strike Price11.66KTurnover159.57%IV62.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1724Delta0.0529Gamma31.71Leverage Ratio-0.0262Theta0.0011Rho5.47Eff Leverage0.0077Vega