0.02Open0.02Pre Close671 Volume7.22K Open Interest4.50Strike Price1.15KTurnover102.75%IV4.39%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1687Delta1.4807Gamma288.67Leverage Ratio-0.0402Theta0.0000Rho48.69Eff Leverage0.0004Vega