5.30Open5.30Pre Close2 Volume264 Open Interest45.00Strike Price1.06KTurnover45.44%IV0.95%PremiumSep 20, 2024Expiry Date4.92Intrinsic Value100Multiplier29DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.7968Delta0.0584Gamma7.49Leverage Ratio-0.0210Theta-0.0210Rho-5.97Eff Leverage0.0319Vega