0.35Open0.70Pre Close31 Volume256 Open Interest27.00Strike Price1.09KTurnover26.76%IV6.09%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2792Delta0.1869Gamma85.93Leverage Ratio-0.0131Theta0.0047Rho24.00Eff Leverage0.0226Vega