11.74Open10.74Pre Close10 Volume1 Open Interest207.00Strike Price11.78KTurnover126.00%IV0.23%PremiumOct 9, 2024Expiry Date11.60Intrinsic Value100Multiplier0DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.9927Delta0.0040Gamma18.83Leverage Ratio-0.3930Theta0.0007Rho18.69Eff Leverage0.0008Vega