0.40Open0.55Pre Close52 Volume5 Open Interest36.50Strike Price1.07KTurnover96.07%IV8.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1452Delta0.0943Gamma169.10Leverage Ratio-0.1265Theta0.0003Rho24.56Eff Leverage0.0057Vega