0.41Open0.45Pre Close451 Volume2.25K Open Interest2.00Strike Price11.90KTurnover284.10%IV29.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4678Delta0.4897Gamma7.73Leverage Ratio-0.0165Theta0.0002Rho3.62Eff Leverage0.0011Vega