0.27Open0.40Pre Close78 Volume714 Open Interest22.50Strike Price1.15KTurnover55.91%IV4.97%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1674Delta0.2572Gamma253.06Leverage Ratio-0.0502Theta0.0002Rho42.35Eff Leverage0.0044Vega