10.70Open10.70Pre Close9 Volume0 Open Interest97.00Strike Price11.77KTurnover225.71%IV21.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry12.20Extrinsic Value100Contract SizeAmericanOptions Type0.5035Delta0.0113Gamma7.99Leverage Ratio-0.6578Theta0.0103Rho4.02Eff Leverage0.0624Vega