5.40Open3.80Pre Close2 Volume335 Open Interest240.00Strike Price1.07KTurnover22.28%IV0.09%PremiumDec 6, 2024Expiry Date5.05Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.8900Delta0.0507Gamma45.18Leverage Ratio-0.1378Theta-0.0086Rho-40.21Eff Leverage0.0326Vega