11.68Open11.22Pre Close1 Volume1.04K Open Interest60.00Strike Price1.17KTurnover79.65%IV0.63%PremiumOct 18, 2024Expiry Date11.23Intrinsic Value100Multiplier20DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.8470Delta0.0177Gamma5.68Leverage Ratio-0.0846Theta0.0264Rho4.81Eff Leverage0.0396Vega