11.50Open11.80Pre Close1 Volume5 Open Interest191.00Strike Price1.15KTurnover26.29%IV0.22%PremiumDec 20, 2024Expiry Date11.05Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.9768Delta0.0095Gamma18.04Leverage Ratio-0.0526Theta0.0222Rho17.62Eff Leverage0.0121Vega