5.60Open6.00Pre Close2 Volume247 Open Interest2.50Strike Price1.14KTurnover202.24%IV0.12%PremiumDec 20, 2024Expiry Date5.79Intrinsic Value100Multiplier20DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9971Delta0.0022Gamma1.43Leverage Ratio-0.0011Theta0.0014Rho1.42Eff Leverage0.0002Vega