1.18Open0.95Pre Close98 Volume716 Open Interest41.00Strike Price11.56KTurnover16.88%IV1.14%PremiumJan 17, 2025Expiry Date0.72Intrinsic Value100Multiplier25DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.6077Delta0.2242Gamma36.62Leverage Ratio-0.0113Theta-0.0134Rho-22.25Eff Leverage0.0404Vega