0.15Open1.03Pre Close112 Volume720 Open Interest83.00Strike Price1.13KTurnover68.13%IV0.12%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7652Delta2.1112Gamma922.11Leverage Ratio-9.3920Theta0.0000Rho705.57Eff Leverage0.0007Vega