10.38Open7.42Pre Close11 Volume77 Open Interest180.00Strike Price11.90KTurnover43.78%IV-0.31%PremiumOct 25, 2024Expiry Date11.38Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9758Delta0.0123Gamma15.02Leverage Ratio-0.0300Theta-0.0052Rho-14.66Eff Leverage0.0073Vega