0.25Open0.30Pre Close462 Volume3.49K Open Interest17.50Strike Price11.56KTurnover65.35%IV14.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.2486Delta0.1341Gamma47.91Leverage Ratio-0.0195Theta0.0019Rho11.91Eff Leverage0.0115Vega