11.75Open11.40Pre Close10 Volume765 Open Interest125.00Strike Price11.75KTurnover319.66%IV1.08%PremiumDec 13, 2024Expiry Date10.29Intrinsic Value100Multiplier0DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type0.8074Delta0.0210Gamma11.51Leverage Ratio-5.4237Theta0.0009Rho9.30Eff Leverage0.0112Vega