0.56Open0.60Pre Close17 Volume27.90K Open Interest18.00Strike Price1.06KTurnover32.05%IV3.78%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier26DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.4761Delta0.2603Gamma29.97Leverage Ratio-0.0109Theta-0.0056Rho-14.27Eff Leverage0.0191Vega