2.43Open3.25Pre Close127 Volume91 Open Interest32.50Strike Price11.50KTurnover295.09%IV2.96%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.4096Delta0.1963Gamma49.67Leverage Ratio-2.5959Theta-0.0001Rho-20.34Eff Leverage0.0026Vega