3.85Open4.38Pre Close3 Volume51 Open Interest35.00Strike Price1.17KTurnover129.99%IV0.45%PremiumDec 27, 2024Expiry Date3.86Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.8681Delta0.0689Gamma7.69Leverage Ratio-0.1371Theta-0.0016Rho-6.67Eff Leverage0.0051Vega