6.88Open5.02Pre Close15 Volume49 Open Interest55.00Strike Price11.69KTurnover168.94%IV23.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry8.10Extrinsic Value100Contract SizeAmericanOptions Type0.4831Delta0.0187Gamma6.66Leverage Ratio-0.1794Theta0.0115Rho3.22Eff Leverage0.0503Vega