11.63Open9.55Pre Close1 Volume141 Open Interest35.00Strike Price1.16KTurnover97.99%IV0.30%PremiumDec 20, 2024Expiry Date11.49Intrinsic Value100Multiplier22DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9036Delta0.0151Gamma3.83Leverage Ratio-0.0464Theta0.0183Rho3.46Eff Leverage0.0197Vega