39.43Open30.00Pre Close3 Volume27 Open Interest1200.00Strike Price11.74KTurnover46.41%IV6.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry38.00Extrinsic Value100Contract SizeAmericanOptions Type0.4185Delta0.0029Gamma30.56Leverage Ratio-1.2316Theta0.2739Rho12.79Eff Leverage1.1215Vega