0.03Open0.04Pre Close390 Volume230 Open Interest177.50Strike Price1.15KTurnover36.39%IV6.19%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0533Delta0.0178Gamma1238.44Leverage Ratio-0.0790Theta0.0009Rho66.01Eff Leverage0.0181Vega