12.62Open11.00Pre Close8 Volume137 Open Interest910.00Strike Price11.21KTurnover542.43%IV0.20%PremiumOct 18, 2024Expiry Date11.75Intrinsic Value100Multiplier-1DDays to Expiry1.82Extrinsic Value100Contract SizeAmericanOptions Type0.7762Delta0.0206Gamma79.81Leverage Ratio-710.7567Theta0.0001Rho61.95Eff Leverage0.0080Vega