0.81Open0.55Pre Close121 Volume2.39K Open Interest10.00Strike Price11.27KTurnover95.08%IV0.63%PremiumJan 17, 2025Expiry Date1.08Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9042Delta0.1888Gamma9.85Leverage Ratio-0.0273Theta0.0007Rho8.90Eff Leverage0.0016Vega