2.78Open2.66Pre Close4 Volume325 Open Interest69.00Strike Price1.11KTurnover11.28%IV0.35%PremiumDec 20, 2024Expiry Date2.42Intrinsic Value100Multiplier15DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9406Delta0.0724Gamma25.97Leverage Ratio-0.0140Theta0.0265Rho24.43Eff Leverage0.0171Vega