0.03Open0.02Pre Close885 Volume3.57K Open Interest13.00Strike Price1.16KTurnover120.38%IV23.29%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0127Delta0.0150Gamma846.00Leverage Ratio-0.0067Theta0.0000Rho-10.71Eff Leverage0.0006Vega