5.50Open6.10Pre Close2 Volume16 Open Interest25.00Strike Price1.10KTurnover108.60%IV0.66%PremiumNov 15, 2024Expiry Date5.30Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.7970Delta0.0329Gamma4.66Leverage Ratio-0.0512Theta0.0120Rho3.71Eff Leverage0.0223Vega