0.04Open0.02Pre Close858 Volume6.50K Open Interest45.50Strike Price1.11KTurnover112.81%IV0.80%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0858Delta0.6158Gamma4515.00Leverage Ratio-2.1359Theta0.0000Rho387.50Eff Leverage0.0004Vega