10.60Open9.20Pre Close1 Volume211 Open Interest130.00Strike Price1.06KTurnover33.51%IV0.75%PremiumDec 20, 2024Expiry Date9.55Intrinsic Value100Multiplier32DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.7791Delta0.0215Gamma11.88Leverage Ratio-0.0757Theta0.0854Rho9.25Eff Leverage0.1225Vega