11.60Open17.00Pre Close10 Volume11 Open Interest40.00Strike Price11.60KTurnover76.01%IV1.90%PremiumJan 17, 2025Expiry Date10.64Intrinsic Value100Multiplier25DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.8998Delta0.0175Gamma4.46Leverage Ratio-0.0392Theta0.0236Rho4.01Eff Leverage0.0232Vega