0.11Open0.11Pre Close44 Volume0 Open Interest17.50Strike Price1.16KTurnover114.16%IV9.35%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1086Delta0.1901Gamma321.00Leverage Ratio-0.0500Theta0.0000Rho34.87Eff Leverage0.0016Vega