0.49Open0.41Pre Close194 Volume1.10K Open Interest14.50Strike Price11.87KTurnover283.48%IV1.89%PremiumJan 10, 2025Expiry Date0.24Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6096Delta0.3611Gamma22.82Leverage Ratio-0.8148Theta-0.0001Rho-13.91Eff Leverage0.0014Vega