11.50Open11.50Pre Close1 Volume0 Open Interest40.00Strike Price1.15KTurnover147.22%IV0.85%PremiumDec 20, 2024Expiry Date11.26Intrinsic Value100Multiplier11DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8790Delta0.0279Gamma2.47Leverage Ratio-0.0623Theta-0.0086Rho-2.17Eff Leverage0.0100Vega