2.78Open2.66Pre Close4 Volume325 Open Interest69.00Strike Price1.11KTurnover10.90%IV0.42%PremiumDec 20, 2024Expiry Date2.37Intrinsic Value100Multiplier15DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9486Delta0.0674Gamma28.27Leverage Ratio-0.0132Theta0.0263Rho26.81Eff Leverage0.0151Vega