3.85Open3.60Pre Close3 Volume7 Open Interest7.50Strike Price1.15KTurnover255.59%IV1.88%PremiumDec 20, 2024Expiry Date3.78Intrinsic Value100Multiplier8DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.9525Delta0.0739Gamma0.98Leverage Ratio-0.0074Theta-0.0010Rho-0.93Eff Leverage0.0005Vega