2.30Open1.11Pre Close78 Volume304 Open Interest112.00Strike Price11.79KTurnover49.18%IV1.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.4269Delta0.0929Gamma99.37Leverage Ratio-0.4396Theta0.0028Rho42.42Eff Leverage0.0337Vega