10.42Open16.10Pre Close11 Volume49 Open Interest95.00Strike Price11.46KTurnover44.22%IV4.91%PremiumDec 20, 2024Expiry Date5.49Intrinsic Value100Multiplier31DDays to Expiry4.93Extrinsic Value100Contract SizeAmericanOptions Type0.7007Delta0.0266Gamma11.82Leverage Ratio-0.0799Theta0.0534Rho8.28Eff Leverage0.1025Vega