2.25Open3.02Pre Close40 Volume138 Open Interest50.00Strike Price11.76KTurnover58.62%IV8.47%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry3.04Extrinsic Value100Contract SizeAmericanOptions Type0.4776Delta0.0547Gamma19.76Leverage Ratio-0.0647Theta0.0135Rho9.44Eff Leverage0.0495Vega