0.87Open0.81Pre Close110 Volume22 Open Interest31.50Strike Price11.87KTurnover8109.87%IV0.17%PremiumJan 3, 2025Expiry Date1.45Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7163Delta0.1474Gamma16.47Leverage Ratio-1220.0910Theta0.0000Rho-11.79Eff Leverage0.0001Vega