1.25Open1.65Pre Close110 Volume310 Open Interest25.00Strike Price11.99KTurnover72.16%IV1.29%PremiumDec 6, 2024Expiry Date0.57Intrinsic Value100Multiplier2DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.6822Delta0.2748Gamma30.08Leverage Ratio-0.1485Theta0.0008Rho20.52Eff Leverage0.0064Vega