11.78Open14.42Pre Close10 Volume15 Open Interest90.00Strike Price11.78KTurnover60.42%IV0.61%PremiumJan 17, 2025Expiry Date11.16Intrinsic Value100Multiplier5DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.9453Delta0.0146Gamma8.87Leverage Ratio-0.0790Theta0.0130Rho8.39Eff Leverage0.0139Vega