11.50Open11.50Pre Close1 Volume1 Open Interest40.00Strike Price1.15KTurnover119.76%IV0.35%PremiumDec 20, 2024Expiry Date11.40Intrinsic Value100Multiplier10DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9432Delta0.0213Gamma2.45Leverage Ratio-0.0272Theta-0.0069Rho-2.31Eff Leverage0.0055Vega