11.75Open11.40Pre Close10 Volume765 Open Interest125.00Strike Price11.75KTurnover112.27%IV-0.14%PremiumDec 13, 2024Expiry Date11.94Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9278Delta0.0157Gamma11.22Leverage Ratio-0.3023Theta0.0037Rho10.41Eff Leverage0.0107Vega