0.35Open0.35Pre Close294 Volume2.56K Open Interest7.50Strike Price11.64KTurnover34.83%IV2.61%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier22DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6202Delta0.5855Gamma21.86Leverage Ratio-0.0063Theta0.0026Rho13.56Eff Leverage0.0071Vega