10.70Open10.70Pre Close9 Volume0 Open Interest97.00Strike Price11.77KTurnover216.58%IV21.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry12.20Extrinsic Value100Contract SizeAmericanOptions Type0.4965Delta0.0118Gamma7.93Leverage Ratio-0.6311Theta0.0102Rho3.94Eff Leverage0.0624Vega