11.35Open10.70Pre Close1 Volume204 Open Interest21.50Strike Price1.14KTurnover345.64%IV0.77%PremiumDec 6, 2024Expiry Date11.10Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9887Delta0.0051Gamma2.94Leverage Ratio-0.0267Theta0.0006Rho2.90Eff Leverage0.0005Vega