11.50Open11.50Pre Close1 Volume0 Open Interest40.00Strike Price1.15KTurnover139.89%IV0.35%PremiumDec 20, 2024Expiry Date11.40Intrinsic Value100Multiplier10DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9021Delta0.0261Gamma2.45Leverage Ratio-0.0507Theta-0.0081Rho-2.21Eff Leverage0.0084Vega