11.48Open6.51Pre Close1 Volume89 Open Interest55.00Strike Price1.15KTurnover44.02%IV0.32%PremiumOct 18, 2024Expiry Date11.27Intrinsic Value100Multiplier20DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.9698Delta0.0100Gamma5.76Leverage Ratio-0.0183Theta0.0292Rho5.59Eff Leverage0.0107Vega