5.85Open5.51Pre Close2 Volume3 Open Interest120.00Strike Price1.17KTurnover46.08%IV0.47%PremiumOct 11, 2024Expiry Date5.31Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.8081Delta0.0481Gamma19.61Leverage Ratio-0.1714Theta-0.0097Rho-15.84Eff Leverage0.0340Vega