0.05Open0.06Pre Close4.71K Volume12.16K Open Interest4.50Strike Price11.70KTurnover3335.57%IV3.02%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.3410Delta1.2328Gamma463.00Leverage Ratio-40.8460Theta0.0000Rho-157.87Eff Leverage0.0000Vega