0.35Open0.35Pre Close20 Volume37 Open Interest23.50Strike Price1.16KTurnover34.50%IV0.33%PremiumOct 4, 2024Expiry Date0.45Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.7241Delta0.4153Gamma39.92Leverage Ratio-0.0432Theta0.0016Rho28.90Eff Leverage0.0078Vega