11.50Open5.50Pre Close1 Volume13 Open Interest136.00Strike Price1.15KTurnover373.05%IV2.01%PremiumNov 15, 2024Expiry Date8.60Intrinsic Value100Multiplier0DDays to Expiry2.90Extrinsic Value100Contract SizeAmericanOptions Type0.7265Delta0.0205Gamma16.43Leverage Ratio-8.3254Theta0.0008Rho11.94Eff Leverage0.0145Vega