10.54Open10.60Pre Close11 Volume312 Open Interest95.00Strike Price11.70KTurnover87.21%IV5.96%PremiumDec 20, 2024Expiry Date4.81Intrinsic Value100Multiplier20DDays to Expiry5.95Extrinsic Value100Contract SizeAmericanOptions Type0.6391Delta0.0184Gamma9.37Leverage Ratio-0.2002Theta0.0289Rho5.99Eff Leverage0.0871Vega