11.97Open9.30Pre Close1 Volume14 Open Interest70.00Strike Price1.20KTurnover95.65%IV1.04%PremiumSep 20, 2024Expiry Date11.13Intrinsic Value100Multiplier7DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type0.8825Delta0.0183Gamma6.85Leverage Ratio-0.1576Theta0.0115Rho6.04Eff Leverage0.0221Vega