12.67Open12.67Pre Close0 Volume5 Open Interest37.00Strike Price0.00Turnover152.43%IV2.87%PremiumJan 17, 2025Expiry Date11.95Intrinsic Value100Multiplier11DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type-0.9144Delta0.0247Gamma2.06Leverage Ratio-0.0431Theta-0.0074Rho-1.88Eff Leverage0.0067Vega