0.20Open0.17Pre Close79 Volume1.08K Open Interest34.00Strike Price1.14KTurnover27.80%IV2.09%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2949Delta0.3612Gamma191.14Leverage Ratio-0.0460Theta0.0010Rho56.37Eff Leverage0.0119Vega