11.50Open11.50Pre Close1 Volume0 Open Interest40.00Strike Price1.15KTurnover154.51%IV0.87%PremiumDec 20, 2024Expiry Date11.25Intrinsic Value100Multiplier11DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8609Delta0.0290Gamma2.48Leverage Ratio-0.0730Theta-0.0088Rho-2.13Eff Leverage0.0111Vega