1.75Open2.50Pre Close82 Volume104 Open Interest5.00Strike Price11.80KTurnover197.04%IV11.97%PremiumDec 20, 2024Expiry Date0.85Intrinsic Value100Multiplier23DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.7156Delta0.1165Gamma3.77Leverage Ratio-0.0217Theta0.0017Rho2.70Eff Leverage0.0050Vega