0.02Open0.03Pre Close322 Volume875 Open Interest16.00Strike Price1.06KTurnover35.56%IV5.25%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0962Delta0.3034Gamma609.20Leverage Ratio-0.0116Theta0.0002Rho58.58Eff Leverage0.0027Vega