2.78Open2.66Pre Close4 Volume325 Open Interest69.00Strike Price1.11KTurnover10.70%IV0.42%PremiumDec 20, 2024Expiry Date2.37Intrinsic Value100Multiplier15DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9506Delta0.0660Gamma28.27Leverage Ratio-0.0129Theta0.0268Rho26.87Eff Leverage0.0148Vega