0.40Open0.23Pre Close21 Volume851 Open Interest10.00Strike Price1.06KTurnover30.68%IV1.05%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7904Delta0.5733Gamma19.10Leverage Ratio-0.0058Theta-0.0019Rho-15.10Eff Leverage0.0049Vega