2.60Open2.65Pre Close4 Volume5 Open Interest96.50Strike Price1.06KTurnover39.53%IV1.08%PremiumDec 27, 2024Expiry Date1.66Intrinsic Value100Multiplier4DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6433Delta0.0939Gamma37.94Leverage Ratio-0.1835Theta-0.0064Rho-24.41Eff Leverage0.0376Vega