0.15Open0.08Pre Close67 Volume221 Open Interest8.00Strike Price1.16KTurnover64.40%IV2.48%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4415Delta0.8966Gamma53.67Leverage Ratio-0.0364Theta-0.0003Rho-23.69Eff Leverage0.0027Vega