11.70Open9.70Pre Close10 Volume10 Open Interest10.00Strike Price11.70KTurnover5348.40%IV1.97%PremiumJul 12, 2024Expiry Date11.28Intrinsic Value100Multiplier0DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.9512Delta0.0087Gamma1.84Leverage Ratio-15.1006Theta0.0000Rho1.75Eff Leverage0.0002Vega