0.45Open0.71Pre Close238 Volume391 Open Interest17.50Strike Price11.90KTurnover76.27%IV6.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.3309Delta0.1769Gamma38.42Leverage Ratio-0.0476Theta-0.0013Rho-12.71Eff Leverage0.0097Vega