10.70Open10.70Pre Close9 Volume0 Open Interest97.00Strike Price11.77KTurnover225.44%IV20.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry12.20Extrinsic Value100Contract SizeAmericanOptions Type0.4924Delta0.0114Gamma7.79Leverage Ratio-0.6502Theta0.0100Rho3.84Eff Leverage0.0617Vega