10.54Open10.60Pre Close11 Volume312 Open Interest95.00Strike Price11.70KTurnover89.09%IV5.96%PremiumDec 20, 2024Expiry Date4.81Intrinsic Value100Multiplier19DDays to Expiry5.95Extrinsic Value100Contract SizeAmericanOptions Type0.6389Delta0.0184Gamma9.37Leverage Ratio-0.2086Theta0.0277Rho5.99Eff Leverage0.0854Vega