11.50Open11.50Pre Close1 Volume0 Open Interest146.50Strike Price1.15KTurnover275.30%IV14.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry11.50Extrinsic Value100Contract SizeAmericanOptions Type-0.3434Delta0.0065Gamma9.98Leverage Ratio-1.7749Theta-0.0111Rho-3.43Eff Leverage0.0752Vega