1.59Open2.87Pre Close115 Volume572 Open Interest12.00Strike Price11.97KTurnover108.17%IV5.99%PremiumJan 17, 2025Expiry Date0.36Intrinsic Value100Multiplier9DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.6118Delta0.1815Gamma11.77Leverage Ratio-0.0468Theta0.0016Rho7.20Eff Leverage0.0075Vega