3.88Open5.70Pre Close3 Volume32 Open Interest38.50Strike Price1.16KTurnover80.48%IV0.47%PremiumDec 6, 2024Expiry Date3.68Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9278Delta0.0531Gamma11.32Leverage Ratio-0.0725Theta0.0021Rho10.51Eff Leverage0.0044Vega