0.01Open0.04Pre Close392 Volume1.61K Open Interest46.00Strike Price1.09KTurnover29.56%IV6.70%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0204Delta0.0364Gamma4312.00Leverage Ratio-0.0065Theta0.0001Rho87.80Eff Leverage0.0022Vega