2.40Open3.80Pre Close5 Volume1 Open Interest44.00Strike Price1.20KTurnover31.47%IV1.67%PremiumNov 22, 2024Expiry Date1.64Intrinsic Value100Multiplier4DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type0.8623Delta0.1394Gamma25.71Leverage Ratio-0.0434Theta0.0045Rho22.17Eff Leverage0.0110Vega