0.86Open0.87Pre Close116 Volume563 Open Interest93.00Strike Price11.07KTurnover28.92%IV0.51%PremiumJan 10, 2025Expiry Date0.40Intrinsic Value100Multiplier1DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.5942Delta0.2475Gamma110.24Leverage Ratio-0.3158Theta-0.0018Rho-65.50Eff Leverage0.0210Vega