9.70Open7.96Pre Close12 Volume280 Open Interest380.00Strike Price11.64KTurnover32.59%IV3.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry9.70Extrinsic Value100Contract SizeAmericanOptions Type0.4865Delta0.0141Gamma36.43Leverage Ratio-0.3153Theta0.0921Rho17.72Eff Leverage0.3469Vega