0.03Open0.04Pre Close367 Volume4.44K Open Interest49.00Strike Price1.16KTurnover168.54%IV43.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0115Delta0.0057Gamma1706.75Leverage Ratio-0.0167Theta0.0000Rho19.70Eff Leverage0.0009Vega