11.54Open12.70Pre Close1 Volume467 Open Interest110.00Strike Price1.15KTurnover51.44%IV1.18%PremiumJan 17, 2025Expiry Date10.36Intrinsic Value100Multiplier21DDays to Expiry1.18Extrinsic Value100Contract SizeAmericanOptions Type-0.7653Delta0.0254Gamma8.48Leverage Ratio-0.0809Theta-0.0404Rho-6.49Eff Leverage0.0738Vega