3.70Open3.20Pre Close3 Volume43 Open Interest167.50Strike Price1.11KTurnover30.80%IV1.20%PremiumNov 29, 2024Expiry Date1.67Intrinsic Value100Multiplier4DDays to Expiry2.03Extrinsic Value100Contract SizeAmericanOptions Type0.6291Delta0.0670Gamma52.46Leverage Ratio-0.2765Theta0.0121Rho33.00Eff Leverage0.0692Vega