3.50Open6.00Pre Close23 Volume3 Open Interest210.00Strike Price11.87KTurnover19.69%IV1.25%PremiumJan 17, 2025Expiry Date3.04Intrinsic Value100Multiplier17DDays to Expiry2.59Extrinsic Value100Contract SizeAmericanOptions Type-0.6152Delta0.0450Gamma41.39Leverage Ratio-0.0880Theta-0.0484Rho-25.46Eff Leverage0.1683Vega