1.29Open2.26Pre Close9 Volume4 Open Interest139.00Strike Price1.06KTurnover29.53%IV0.05%PremiumAug 9, 2024Expiry Date1.36Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6669Delta0.1099Gamma67.14Leverage Ratio-0.2583Theta-0.0056Rho-44.78Eff Leverage0.0409Vega