3.30Open3.60Pre Close3 Volume79 Open Interest420.00Strike Price1.19KTurnover22.79%IV4.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry4.10Extrinsic Value100Contract SizeAmericanOptions Type0.2929Delta0.0152Gamma100.19Leverage Ratio-0.1930Theta0.0687Rho29.35Eff Leverage0.3411Vega