0.81Open1.60Pre Close130 Volume3.51K Open Interest70.00Strike Price11.98KTurnover58.94%IV5.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type0.3253Delta0.0701Gamma64.17Leverage Ratio-0.1587Theta0.0035Rho20.88Eff Leverage0.0314Vega