4.40Open4.25Pre Close24 Volume1.76K Open Interest120.00Strike Price11.60KTurnover12.30%IV0.46%PremiumDec 20, 2024Expiry Date4.33Intrinsic Value100Multiplier11DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.9627Delta0.0304Gamma27.32Leverage Ratio-0.0231Theta0.0352Rho26.31Eff Leverage0.0177Vega