2.42Open2.20Pre Close49 Volume533 Open Interest40.00Strike Price11.85KTurnover44.71%IV1.65%PremiumDec 20, 2024Expiry Date1.77Intrinsic Value100Multiplier20DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.6400Delta0.0936Gamma14.56Leverage Ratio-0.0346Theta-0.0128Rho-9.32Eff Leverage0.0338Vega