5.55Open3.19Pre Close2 Volume22 Open Interest202.50Strike Price1.16KTurnover28.11%IV0.94%PremiumDec 6, 2024Expiry Date4.14Intrinsic Value100Multiplier2DDays to Expiry1.86Extrinsic Value100Contract SizeAmericanOptions Type-0.8028Delta0.0598Gamma43.12Leverage Ratio-0.2368Theta-0.0097Rho-34.62Eff Leverage0.0464Vega