0.01Open0.02Pre Close776 Volume862 Open Interest23.00Strike Price1.11KTurnover29.08%IV5.19%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0531Delta0.1599Gamma1458.33Leverage Ratio-0.0079Theta0.0001Rho77.48Eff Leverage0.0025Vega