5.55Open3.00Pre Close2 Volume50 Open Interest70.00Strike Price1.11KTurnover28.61%IV2.03%PremiumSep 20, 2024Expiry Date4.05Intrinsic Value100Multiplier22DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.8077Delta0.0518Gamma15.27Leverage Ratio-0.0397Theta0.0341Rho12.33Eff Leverage0.0504Vega