11.50Open11.50Pre Close1 Volume0 Open Interest40.00Strike Price1.15KTurnover152.61%IV1.08%PremiumDec 20, 2024Expiry Date11.19Intrinsic Value100Multiplier11DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.8664Delta0.0287Gamma2.47Leverage Ratio-0.0700Theta-0.0087Rho-2.14Eff Leverage0.0108Vega