0.45Open0.65Pre Close24 Volume172 Open Interest20.00Strike Price1.13KTurnover33.36%IV1.76%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5753Delta0.5752Gamma56.71Leverage Ratio-0.0356Theta-0.0011Rho-32.63Eff Leverage0.0080Vega