0.02Open0.05Pre Close391 Volume761 Open Interest29.50Strike Price1.17KTurnover22.11%IV2.57%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0995Delta0.3267Gamma1151.60Leverage Ratio-0.0165Theta0.0002Rho114.61Eff Leverage0.0042Vega