10.70Open10.70Pre Close9 Volume5 Open Interest97.00Strike Price11.77KTurnover222.88%IV25.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry12.20Extrinsic Value100Contract SizeAmericanOptions Type0.4575Delta0.0122Gamma9.42Leverage Ratio-0.6400Theta0.0087Rho4.31Eff Leverage0.0581Vega