5.70Open7.47Pre Close2 Volume62 Open Interest85.00Strike Price1.14KTurnover19.98%IV0.18%PremiumDec 20, 2024Expiry Date5.56Intrinsic Value100Multiplier22DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.9348Delta0.0564Gamma14.19Leverage Ratio-0.0069Theta-0.0166Rho-13.26Eff Leverage0.0228Vega