0.50Open0.70Pre Close24 Volume101 Open Interest133.00Strike Price1.15KTurnover22.73%IV1.24%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.2600Delta0.1512Gamma395.09Leverage Ratio-0.2073Theta-0.0016Rho-102.73Eff Leverage0.0306Vega