3.88Open5.70Pre Close3 Volume32 Open Interest38.50Strike Price1.16KTurnover53.57%IV1.80%PremiumDec 6, 2024Expiry Date3.13Intrinsic Value100Multiplier2DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.9806Delta0.0296Gamma13.22Leverage Ratio-0.0156Theta0.0019Rho12.96Eff Leverage0.0014Vega