0.25Open1.05Pre Close58 Volume1.46K Open Interest100.00Strike Price1.16KTurnover53.24%IV6.63%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0812Delta0.0363Gamma626.07Leverage Ratio-0.1069Theta0.0005Rho50.82Eff Leverage0.0117Vega