0.40Open0.23Pre Close21 Volume851 Open Interest10.00Strike Price1.06KTurnover30.81%IV1.56%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7525Delta0.5626Gamma19.20Leverage Ratio-0.0058Theta-0.0023Rho-14.45Eff Leverage0.0059Vega