2.50Open3.60Pre Close46 Volume248 Open Interest120.00Strike Price11.90KTurnover23.27%IV2.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4714Delta0.0698Gamma55.86Leverage Ratio-0.0691Theta-0.0215Rho-26.33Eff Leverage0.0982Vega