0.60Open1.40Pre Close21 Volume1.24K Open Interest42.50Strike Price1.06KTurnover50.37%IV0.24%PremiumSep 20, 2024Expiry Date0.40Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5587Delta0.2417Gamma51.03Leverage Ratio-0.1686Theta-0.0013Rho-28.51Eff Leverage0.0128Vega