9.70Open8.00Pre Close12 Volume15 Open Interest64.00Strike Price11.64KTurnover32.56%IV0.38%PremiumDec 20, 2024Expiry Date9.42Intrinsic Value100Multiplier23DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9593Delta0.0145Gamma7.57Leverage Ratio-0.0183Theta0.0388Rho7.26Eff Leverage0.0162Vega