3.95Open5.65Pre Close3 Volume15 Open Interest235.00Strike Price1.11KTurnover31.32%IV0.63%PremiumDec 6, 2024Expiry Date2.06Intrinsic Value100Multiplier2DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.6457Delta0.0630Gamma66.59Leverage Ratio-0.5500Theta0.0095Rho43.00Eff Leverage0.0702Vega