0.39Open0.25Pre Close21 Volume379 Open Interest48.00Strike Price1.15KTurnover75.57%IV0.09%PremiumNov 29, 2024Expiry Date0.80Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8866Delta0.3096Gamma60.99Leverage Ratio-0.5732Theta0.0001Rho54.07Eff Leverage0.0016Vega