0.40Open0.23Pre Close21 Volume851 Open Interest10.00Strike Price1.06KTurnover30.19%IV1.05%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7899Delta0.5739Gamma19.10Leverage Ratio-0.0056Theta-0.0020Rho-15.09Eff Leverage0.0050Vega