0.40Open0.65Pre Close294 Volume186 Open Interest120.00Strike Price11.96KTurnover30.13%IV9.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0963Delta0.0168Gamma277.73Leverage Ratio-0.0348Theta-0.0077Rho-26.74Eff Leverage0.0575Vega