11.80Open11.80Pre Close10 Volume0 Open Interest50.00Strike Price11.80KTurnover416.61%IV1.90%PremiumJan 10, 2025Expiry Date11.06Intrinsic Value100Multiplier1DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.8546Delta0.0273Gamma3.35Leverage Ratio-0.9696Theta-0.0011Rho-2.86Eff Leverage0.0046Vega