5.75Open6.35Pre Close2 Volume9 Open Interest6.00Strike Price1.15KTurnover563.18%IV0.09%PremiumDec 20, 2024Expiry Date5.74Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9271Delta0.0205Gamma1.95Leverage Ratio-0.1196Theta0.0005Rho1.81Eff Leverage0.0017Vega