39.79Open41.70Pre Close3 Volume241 Open Interest460.00Strike Price11.94KTurnover32.00%IV1.24%PremiumJan 17, 2025Expiry Date33.68Intrinsic Value100Multiplier15DDays to Expiry6.11Extrinsic Value100Contract SizeAmericanOptions Type0.8748Delta0.0064Gamma13.51Leverage Ratio-0.2666Theta0.1624Rho11.82Eff Leverage0.2061Vega