0.22Open0.50Pre Close66 Volume102 Open Interest22.50Strike Price1.16KTurnover62.69%IV8.75%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0971Delta0.1075Gamma327.73Leverage Ratio-0.0326Theta-0.0003Rho-31.82Eff Leverage0.0044Vega