2.68Open2.80Pre Close4 Volume594 Open Interest46.00Strike Price1.06KTurnover25.05%IV1.02%PremiumDec 20, 2024Expiry Date2.16Intrinsic Value100Multiplier22DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.7909Delta0.0956Gamma18.17Leverage Ratio-0.0234Theta0.0220Rho14.37Eff Leverage0.0345Vega