10.70Open10.70Pre Close9 Volume5 Open Interest97.00Strike Price11.77KTurnover275.55%IV25.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry12.20Extrinsic Value100Contract SizeAmericanOptions Type0.4969Delta0.0099Gamma7.11Leverage Ratio-0.7996Theta0.0087Rho3.53Eff Leverage0.0582Vega