0.30Open0.30Pre Close33 Volume1.20K Open Interest20.00Strike Price1.15KTurnover25.55%IV4.09%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4043Delta0.2876Gamma52.13Leverage Ratio-0.0110Theta0.0055Rho21.08Eff Leverage0.0204Vega