2.60Open3.00Pre Close4 Volume5.77K Open Interest17.50Strike Price1.12KTurnover120.55%IV7.05%PremiumDec 20, 2024Expiry Date1.51Intrinsic Value100Multiplier20DDays to Expiry1.34Extrinsic Value100Contract SizeAmericanOptions Type0.6714Delta0.0679Gamma6.56Leverage Ratio-0.0506Theta0.0053Rho4.40Eff Leverage0.0160Vega