0.11Open0.25Pre Close96 Volume2.21K Open Interest9.00Strike Price1.15KTurnover98.03%IV13.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2209Delta0.2832Gamma64.56Leverage Ratio-0.0247Theta0.0003Rho14.26Eff Leverage0.0032Vega