15.20Open6.20Pre Close1.04K Volume2.50K Open Interest105.00Strike Price1.07MTurnover43.20%IV3.95%PremiumDec 20, 2024Expiry Date3.03Intrinsic Value100Multiplier26DDays to Expiry4.27Extrinsic Value100Contract SizeAmericanOptions Type0.6291Delta0.0300Gamma15.89Leverage Ratio-0.0977Theta0.0445Rho9.99Eff Leverage0.1101Vega