0.47Open1.23Pre Close25 Volume47 Open Interest27.00Strike Price1.15KTurnover41.03%IV0.82%PremiumDec 13, 2024Expiry Date0.23Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.6084Delta0.4973Gamma61.54Leverage Ratio-0.0943Theta-0.0008Rho-37.44Eff Leverage0.0072Vega