0.12Open0.12Pre Close1.06K Volume3.91K Open Interest29.00Strike Price11.87KTurnover43.72%IV3.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.2334Delta0.2928Gamma201.43Leverage Ratio-0.0639Theta0.0005Rho47.02Eff Leverage0.0073Vega