11.50Open11.50Pre Close1 Volume0 Open Interest40.00Strike Price1.15KTurnover157.61%IV1.04%PremiumDec 20, 2024Expiry Date11.20Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.8538Delta0.0293Gamma2.47Leverage Ratio-0.0774Theta-0.0088Rho-2.11Eff Leverage0.0115Vega