11.75Open11.40Pre Close10 Volume765 Open Interest125.00Strike Price11.75KTurnover143.82%IV0.77%PremiumDec 13, 2024Expiry Date10.71Intrinsic Value100Multiplier1DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type0.8687Delta0.0207Gamma11.90Leverage Ratio-0.7148Theta0.0030Rho10.34Eff Leverage0.0152Vega