3.90Open4.25Pre Close3 Volume88 Open Interest85.00Strike Price1.16KTurnover36.94%IV1.40%PremiumOct 18, 2024Expiry Date2.75Intrinsic Value100Multiplier11DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6748Delta0.0677Gamma21.93Leverage Ratio-0.0791Theta-0.0156Rho-14.80Eff Leverage0.0524Vega