2.95Open2.84Pre Close30 Volume1.43K Open Interest40.00Strike Price11.88KTurnover80.94%IV3.73%PremiumDec 20, 2024Expiry Date2.45Intrinsic Value100Multiplier14DDays to Expiry1.40Extrinsic Value100Contract SizeAmericanOptions Type-0.6200Delta0.0635Gamma9.75Leverage Ratio-0.0783Theta-0.0094Rho-6.05Eff Leverage0.0283Vega