11.50Open11.50Pre Close1 Volume0 Open Interest40.00Strike Price1.15KTurnover154.15%IV1.06%PremiumDec 20, 2024Expiry Date11.20Intrinsic Value100Multiplier11DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.8628Delta0.0289Gamma2.47Leverage Ratio-0.0722Theta-0.0087Rho-2.13Eff Leverage0.0110Vega