0.11Open0.11Pre Close44 Volume35 Open Interest17.50Strike Price1.16KTurnover178.83%IV8.03%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1102Delta0.1956Gamma324.90Leverage Ratio-0.2227Theta0.0000Rho35.81Eff Leverage0.0010Vega