11.60Open11.08Pre Close1 Volume23 Open Interest165.00Strike Price1.16KTurnover33.17%IV0.26%PremiumDec 20, 2024Expiry Date11.14Intrinsic Value100Multiplier6DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.9340Delta0.0163Gamma15.32Leverage Ratio-0.0911Theta0.0276Rho14.31Eff Leverage0.0303Vega