10.70Open10.70Pre Close9 Volume0 Open Interest97.00Strike Price11.77KTurnover217.31%IV25.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry12.20Extrinsic Value100Contract SizeAmericanOptions Type0.4576Delta0.0122Gamma9.42Leverage Ratio-0.6080Theta0.0091Rho4.31Eff Leverage0.0596Vega