4.45Open4.50Pre Close3 Volume27 Open Interest46.00Strike Price1.17KTurnover93.60%IV0.70%PremiumOct 11, 2024Expiry Date3.30Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.7850Delta0.0802Gamma11.62Leverage Ratio-0.1755Theta-0.0028Rho-9.12Eff Leverage0.0114Vega