11.50Open10.60Pre Close1 Volume23 Open Interest35.50Strike Price1.15KTurnover230.19%IV0.49%PremiumSep 27, 2024Expiry Date11.27Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9443Delta0.0131Gamma4.07Leverage Ratio-0.1736Theta0.0021Rho3.84Eff Leverage0.0042Vega