3.95Open5.65Pre Close3 Volume13 Open Interest235.00Strike Price1.11KTurnover36.16%IV0.63%PremiumDec 6, 2024Expiry Date2.06Intrinsic Value100Multiplier2DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.6255Delta0.0541Gamma59.64Leverage Ratio-0.6257Theta0.0096Rho37.30Eff Leverage0.0734Vega