5.30Open6.06Pre Close2 Volume49 Open Interest49.00Strike Price1.06KTurnover70.29%IV4.04%PremiumSep 20, 2024Expiry Date3.19Intrinsic Value100Multiplier20DDays to Expiry2.11Extrinsic Value100Contract SizeAmericanOptions Type0.6849Delta0.0412Gamma9.94Leverage Ratio-0.0811Theta0.0168Rho6.81Eff Leverage0.0436Vega