5.55Open3.19Pre Close2 Volume22 Open Interest202.50Strike Price1.16KTurnover28.03%IV0.94%PremiumDec 6, 2024Expiry Date4.14Intrinsic Value100Multiplier2DDays to Expiry1.86Extrinsic Value100Contract SizeAmericanOptions Type-0.8027Delta0.0598Gamma43.12Leverage Ratio-0.2355Theta-0.0097Rho-34.61Eff Leverage0.0465Vega