0.59Open0.55Pre Close201 Volume10.50K Open Interest7.50Strike Price11.85KTurnover46.48%IV3.48%PremiumJan 17, 2025Expiry Date0.26Intrinsic Value100Multiplier25DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6422Delta0.3931Gamma14.64Leverage Ratio-0.0076Theta0.0031Rho9.40Eff Leverage0.0076Vega