2.95Open2.84Pre Close30 Volume1.43K Open Interest40.00Strike Price11.88KTurnover77.65%IV3.73%PremiumDec 20, 2024Expiry Date2.45Intrinsic Value100Multiplier15DDays to Expiry1.40Extrinsic Value100Contract SizeAmericanOptions Type-0.6237Delta0.0647Gamma9.88Leverage Ratio-0.0732Theta-0.0098Rho-6.16Eff Leverage0.0288Vega