11.75Open6.55Pre Close1 Volume57 Open Interest63.00Strike Price1.18KTurnover484.62%IV0.43%PremiumDec 6, 2024Expiry Date11.53Intrinsic Value100Multiplier0DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.9707Delta0.0119Gamma4.25Leverage Ratio-0.9102Theta-0.0003Rho-4.13Eff Leverage0.0008Vega