11.17Open11.25Pre Close1 Volume4 Open Interest5070.00Strike Price1.12KTurnover27.96%IV3.17%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry11.17Extrinsic Value100Contract SizeAmericanOptions Type-0.1437Delta0.0015Gamma462.33Leverage Ratio-4.2419Theta-0.0763Rho-66.42Eff Leverage1.2260Vega