0.24Open0.40Pre Close47 Volume676 Open Interest82.50Strike Price1.13KTurnover17.29%IV0.50%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.4792Delta0.3834Gamma214.10Leverage Ratio-0.1303Theta0.0021Rho102.60Eff Leverage0.0239Vega