11.60Open11.22Pre Close1 Volume46 Open Interest220.00Strike Price1.16KTurnover25.03%IV1.58%PremiumOct 18, 2024Expiry Date8.00Intrinsic Value100Multiplier21DDays to Expiry3.60Extrinsic Value100Contract SizeAmericanOptions Type0.7498Delta0.0233Gamma21.31Leverage Ratio-0.1262Theta0.0913Rho15.98Eff Leverage0.1730Vega