10.54Open10.60Pre Close11 Volume312 Open Interest95.00Strike Price11.70KTurnover85.80%IV5.96%PremiumDec 20, 2024Expiry Date4.81Intrinsic Value100Multiplier20DDays to Expiry5.95Extrinsic Value100Contract SizeAmericanOptions Type0.6393Delta0.0185Gamma9.37Leverage Ratio-0.1939Theta0.0298Rho5.99Eff Leverage0.0885Vega