3.80Open3.90Pre Close3 Volume5 Open Interest46.00Strike Price1.17KTurnover30.06%IV0.28%PremiumDec 20, 2024Expiry Date3.79Intrinsic Value100Multiplier17DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8975Delta0.0545Gamma12.29Leverage Ratio-0.0215Theta0.0195Rho11.03Eff Leverage0.0195Vega