0.50Open0.10Pre Close23 Volume1.18K Open Interest22.50Strike Price1.17KTurnover88.51%IV11.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2187Delta0.1409Gamma82.72Leverage Ratio-0.0661Theta0.0006Rho18.09Eff Leverage0.0070Vega