2.59Open2.70Pre Close4.11K Volume3.48K Open Interest195.00Strike Price1.12MTurnover22.81%IV0.29%PremiumDec 27, 2024Expiry Date2.57Intrinsic Value100Multiplier3DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.7558Delta0.0809Gamma61.74Leverage Ratio-0.2549Theta0.0108Rho46.66Eff Leverage0.0534Vega