3.95Open5.65Pre Close3 Volume13 Open Interest235.00Strike Price1.11KTurnover34.55%IV0.63%PremiumDec 6, 2024Expiry Date2.06Intrinsic Value100Multiplier2DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.6260Delta0.0542Gamma59.64Leverage Ratio-0.5673Theta0.0105Rho37.33Eff Leverage0.0767Vega