0.51Open0.46Pre Close23 Volume839 Open Interest17.50Strike Price1.15KTurnover48.00%IV7.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3901Delta0.1978Gamma33.47Leverage Ratio-0.0185Theta0.0035Rho13.06Eff Leverage0.0155Vega