0.40Open0.35Pre Close24 Volume339 Open Interest9.00Strike Price1.06KTurnover42.24%IV1.73%PremiumDec 20, 2024Expiry Date0.33Intrinsic Value100Multiplier17DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6372Delta0.4829Gamma17.34Leverage Ratio-0.0083Theta-0.0023Rho-11.05Eff Leverage0.0070Vega