0.61Open0.75Pre Close22 Volume74 Open Interest4.00Strike Price1.15KTurnover71.98%IV7.06%PremiumOct 18, 2024Expiry Date0.39Intrinsic Value100Multiplier12DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.7813Delta0.5039Gamma9.24Leverage Ratio-0.0074Theta0.0010Rho7.22Eff Leverage0.0024Vega