14.67Open15.55Pre Close8 Volume17 Open Interest4.50Strike Price11.95KTurnover1620.55%IV-2.67%PremiumDec 27, 2024Expiry Date15.74Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9703Delta0.0029Gamma1.25Leverage Ratio-0.3670Theta0.0002Rho1.21Eff Leverage0.0010Vega