0.02Open0.04Pre Close471 Volume2.68K Open Interest25.00Strike Price1.07KTurnover40.61%IV4.53%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0990Delta0.2298Gamma684.14Leverage Ratio-0.0261Theta0.0001Rho67.74Eff Leverage0.0033Vega