0.26Open0.35Pre Close46 Volume708 Open Interest552.50Strike Price1.15KTurnover46.70%IV8.28%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.0171Delta0.0016Gamma2737.07Leverage Ratio-0.1263Theta-0.0008Rho-46.70Eff Leverage0.0240Vega