0.05Open0.03Pre Close117 Volume33 Open Interest5.00Strike Price1.15KTurnover88.34%IV27.07%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1706Delta0.3012Gamma57.00Leverage Ratio-0.0052Theta0.0003Rho9.73Eff Leverage0.0024Vega