2.97Open3.21Pre Close4 Volume96 Open Interest34.00Strike Price1.20KTurnover84.05%IV9.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry2.96Extrinsic Value100Contract SizeAmericanOptions Type0.5304Delta0.0551Gamma12.14Leverage Ratio-0.0629Theta0.0098Rho6.44Eff Leverage0.0342Vega