11.60Open21.50Pre Close1 Volume65 Open Interest170.00Strike Price1.16KTurnover27.17%IV0.71%PremiumDec 20, 2024Expiry Date10.32Intrinsic Value100Multiplier21DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type0.8354Delta0.0211Gamma15.28Leverage Ratio-0.0861Theta0.0798Rho12.77Eff Leverage0.1071Vega