2.25Open3.30Pre Close5 Volume1 Open Interest105.00Strike Price1.14KTurnover27.79%IV0.59%PremiumDec 20, 2024Expiry Date1.67Intrinsic Value100Multiplier5DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.6756Delta0.1064Gamma44.44Leverage Ratio-0.1162Theta-0.0087Rho-30.03Eff Leverage0.0441Vega