2.50Open3.60Pre Close46 Volume248 Open Interest120.00Strike Price11.90KTurnover23.33%IV2.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4715Delta0.0698Gamma55.86Leverage Ratio-0.0695Theta-0.0214Rho-26.33Eff Leverage0.0979Vega