0.55Open0.50Pre Close21 Volume31 Open Interest10.00Strike Price1.17KTurnover40.09%IV4.41%PremiumJan 17, 2025Expiry Date0.20Intrinsic Value100Multiplier22DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.6085Delta0.3774Gamma19.43Leverage Ratio-0.0094Theta0.0035Rho11.82Eff Leverage0.0098Vega