0.11Open0.20Pre Close1.19K Volume17.74K Open Interest4.00Strike Price11.68KTurnover65.62%IV0.76%PremiumMay 9, 2025Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6287Delta2.6667Gamma46.47Leverage Ratio-0.0329Theta-0.0001Rho-29.22Eff Leverage0.0008Vega