0.25Open0.30Pre Close462 Volume3.49K Open Interest17.50Strike Price11.56KTurnover64.31%IV14.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.2487Delta0.1342Gamma47.91Leverage Ratio-0.0189Theta0.0020Rho11.91Eff Leverage0.0116Vega