0.40Open0.23Pre Close21 Volume851 Open Interest10.00Strike Price1.06KTurnover30.00%IV1.05%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7897Delta0.5742Gamma19.10Leverage Ratio-0.0055Theta-0.0020Rho-15.08Eff Leverage0.0050Vega