3.50Open3.30Pre Close3 Volume2.70K Open Interest60.00Strike Price1.07KTurnover31.38%IV0.03%PremiumSep 20, 2024Expiry Date3.49Intrinsic Value100Multiplier10DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8685Delta0.0634Gamma16.71Leverage Ratio-0.0412Theta0.0146Rho14.51Eff Leverage0.0229Vega