5.30Open2.35Pre Close2 Volume19 Open Interest85.00Strike Price1.06KTurnover41.01%IV0.60%PremiumSep 20, 2024Expiry Date4.76Intrinsic Value100Multiplier5DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.8744Delta0.0468Gamma17.60Leverage Ratio-0.0953Theta0.0105Rho15.39Eff Leverage0.0222Vega