3.65Open4.11Pre Close3 Volume60 Open Interest40.00Strike Price1.10KTurnover36.81%IV0.81%PremiumDec 20, 2024Expiry Date3.30Intrinsic Value100Multiplier7DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9401Delta0.0532Gamma12.93Leverage Ratio-0.0220Theta0.0074Rho12.15Eff Leverage0.0072Vega