1.59Open2.87Pre Close115 Volume572 Open Interest12.00Strike Price11.97KTurnover112.51%IV5.05%PremiumJan 17, 2025Expiry Date0.47Intrinsic Value100Multiplier9DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.6224Delta0.1722Gamma11.34Leverage Ratio-0.0485Theta0.0016Rho7.05Eff Leverage0.0075Vega