11.65Open10.63Pre Close10 Volume10 Open Interest35.00Strike Price11.65KTurnover2200.38%IV-0.30%PremiumJul 12, 2024Expiry Date11.79Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9155Delta0.0144Gamma3.82Leverage Ratio-20.5382Theta0.0000Rho3.50Eff Leverage0.0008Vega