0.02Open0.02Pre Close671 Volume7.22K Open Interest4.50Strike Price1.15KTurnover92.42%IV4.39%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1687Delta1.4813Gamma288.67Leverage Ratio-0.0326Theta0.0000Rho48.70Eff Leverage0.0005Vega