11.50Open11.50Pre Close1 Volume0 Open Interest40.00Strike Price1.15KTurnover138.36%IV0.35%PremiumDec 20, 2024Expiry Date11.40Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9019Delta0.0261Gamma2.45Leverage Ratio-0.0496Theta-0.0082Rho-2.21Eff Leverage0.0085Vega