11.78Open14.42Pre Close10 Volume15 Open Interest90.00Strike Price11.78KTurnover58.01%IV0.61%PremiumJan 17, 2025Expiry Date11.16Intrinsic Value100Multiplier6DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.9462Delta0.0144Gamma8.87Leverage Ratio-0.0734Theta0.0140Rho8.40Eff Leverage0.0143Vega