11.35Open10.70Pre Close1 Volume204 Open Interest21.50Strike Price1.14KTurnover361.61%IV0.61%PremiumDec 6, 2024Expiry Date11.15Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9859Delta0.0052Gamma2.92Leverage Ratio-0.0394Theta0.0007Rho2.87Eff Leverage0.0007Vega