0.56Open0.60Pre Close17 Volume27.90K Open Interest18.00Strike Price1.06KTurnover32.24%IV3.78%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier26DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.4762Delta0.2604Gamma29.97Leverage Ratio-0.0110Theta-0.0056Rho-14.27Eff Leverage0.0190Vega