0.40Open0.23Pre Close21 Volume851 Open Interest10.00Strike Price1.06KTurnover28.23%IV1.05%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier14DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7874Delta0.5770Gamma19.10Leverage Ratio-0.0048Theta-0.0023Rho-15.04Eff Leverage0.0054Vega