2.78Open2.66Pre Close4 Volume325 Open Interest69.00Strike Price1.11KTurnover10.96%IV0.42%PremiumDec 20, 2024Expiry Date2.37Intrinsic Value100Multiplier15DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9481Delta0.0677Gamma28.27Leverage Ratio-0.0133Theta0.0262Rho26.80Eff Leverage0.0152Vega