11.80Open12.03Pre Close10 Volume11 Open Interest5.00Strike Price11.80KTurnover1379.90%IV0.12%PremiumJan 17, 2025Expiry Date11.78Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9763Delta0.0044Gamma1.41Leverage Ratio-0.1500Theta0.0001Rho1.38Eff Leverage0.0005Vega