3.85Open5.80Pre Close3 Volume5 Open Interest40.00Strike Price1.16KTurnover40.48%IV1.88%PremiumNov 15, 2024Expiry Date3.04Intrinsic Value100Multiplier24DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.7820Delta0.0653Gamma11.48Leverage Ratio-0.0309Theta0.0201Rho8.98Eff Leverage0.0328Vega