10.76Open10.20Pre Close12 Volume2.24K Open Interest110.00Strike Price11.66KTurnover40.23%IV2.25%PremiumOct 18, 2024Expiry Date5.80Intrinsic Value100Multiplier23DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.7222Delta0.0287Gamma14.04Leverage Ratio-0.0960Theta0.0475Rho10.14Eff Leverage0.0975Vega