3.85Open4.38Pre Close3 Volume51 Open Interest35.00Strike Price1.17KTurnover118.22%IV0.45%PremiumDec 27, 2024Expiry Date3.86Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.8675Delta0.0690Gamma7.69Leverage Ratio-0.1162Theta-0.0019Rho-6.67Eff Leverage0.0057Vega