2.64Open0.16Pre Close6 Volume31 Open Interest23.00Strike Price1.13KTurnover40.84%IV5.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1751Delta0.2377Gamma219.20Leverage Ratio-0.0265Theta0.0005Rho38.38Eff Leverage0.0068Vega