6.00Open3.30Pre Close2 Volume159 Open Interest78.00Strike Price1.21KTurnover41.33%IV0.11%PremiumNov 29, 2024Expiry Date6.01Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9729Delta0.0190Gamma13.83Leverage Ratio-0.0337Theta0.0068Rho13.45Eff Leverage0.0050Vega