0.40Open0.40Pre Close31 Volume6.48K Open Interest7.00Strike Price1.16KTurnover62.85%IV5.76%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5174Delta0.3827Gamma17.38Leverage Ratio-0.0105Theta0.0018Rho8.99Eff Leverage0.0066Vega