3.72Open3.50Pre Close1.53K Volume248 Open Interest882.50Strike Price1.07MTurnover24.62%IV1.51%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry3.29Extrinsic Value100Contract SizeAmericanOptions Type0.2936Delta0.0198Gamma274.83Leverage Ratio-1.3817Theta0.0165Rho80.68Eff Leverage0.2427Vega