3.50Open3.56Pre Close3 Volume2 Open Interest40.50Strike Price1.05KTurnover26.45%IV0.09%PremiumOct 11, 2024Expiry Date3.46Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9996Delta0.0012Gamma12.74Leverage Ratio-0.0050Theta0.0034Rho12.74Eff Leverage0.0001Vega