3.72Open3.50Pre Close1.53K Volume248 Open Interest882.50Strike Price1.07MTurnover25.07%IV1.51%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry3.29Extrinsic Value100Contract SizeAmericanOptions Type0.2935Delta0.0198Gamma274.83Leverage Ratio-1.4350Theta0.0159Rho80.65Eff Leverage0.2384Vega