5.70Open6.80Pre Close2 Volume54 Open Interest95.00Strike Price1.14KTurnover58.35%IV4.63%PremiumDec 20, 2024Expiry Date1.40Intrinsic Value100Multiplier26DDays to Expiry4.33Extrinsic Value100Contract SizeAmericanOptions Type-0.5007Delta0.0276Gamma14.63Leverage Ratio-0.1079Theta-0.0331Rho-7.32Eff Leverage0.0991Vega