0.66Open0.71Pre Close18 Volume265 Open Interest32.50Strike Price1.16KTurnover26.28%IV3.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.4710Delta0.1853Gamma42.91Leverage Ratio-0.0201Theta0.0093Rho20.21Eff Leverage0.0325Vega