11.80Open9.10Pre Close10 Volume27 Open Interest100.00Strike Price11.80KTurnover47.88%IV2.88%PremiumNov 15, 2024Expiry Date8.67Intrinsic Value100Multiplier22DDays to Expiry3.13Extrinsic Value100Contract SizeAmericanOptions Type0.7824Delta0.0227Gamma10.20Leverage Ratio-0.0937Theta0.0460Rho7.98Eff Leverage0.0796Vega