0.56Open0.96Pre Close9.70K Volume2.64K Open Interest139.00Strike Price1.66MTurnover31.27%IV0.50%PremiumNov 29, 2024Expiry Date1.79Intrinsic Value100Multiplier3DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.6292Delta0.0977Gamma54.56Leverage Ratio-0.2584Theta-0.0065Rho-34.33Eff Leverage0.0469Vega