0.65Open0.42Pre Close35 Volume647 Open Interest55.00Strike Price1.15KTurnover43.45%IV7.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1313Delta0.0684Gamma228.01Leverage Ratio-0.0464Theta0.0013Rho29.93Eff Leverage0.0153Vega