5.50Open3.90Pre Close2 Volume142 Open Interest190.00Strike Price1.10KTurnover21.54%IV0.83%PremiumDec 20, 2024Expiry Date3.95Intrinsic Value100Multiplier16DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type-0.6737Delta0.0443Gamma34.14Leverage Ratio-0.0825Theta-0.0451Rho-23.00Eff Leverage0.1397Vega