11.50Open11.50Pre Close1 Volume0 Open Interest40.00Strike Price1.15KTurnover140.96%IV0.35%PremiumDec 20, 2024Expiry Date11.40Intrinsic Value100Multiplier10DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9022Delta0.0260Gamma2.45Leverage Ratio-0.0515Theta-0.0080Rho-2.21Eff Leverage0.0083Vega