0.05Open0.02Pre Close1.74K Volume2.39K Open Interest9.50Strike Price11.80KTurnover119.01%IV8.84%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.1408Delta0.2388Gamma147.93Leverage Ratio-0.0479Theta-0.0001Rho-20.83Eff Leverage0.0018Vega