5.60Open4.46Pre Close2 Volume22 Open Interest272.50Strike Price1.12KTurnover27.82%IV1.14%PremiumOct 11, 2024Expiry Date2.53Intrinsic Value100Multiplier4DDays to Expiry3.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6141Delta0.0478Gamma58.69Leverage Ratio-0.3684Theta-0.0172Rho-36.04Eff Leverage0.1106Vega