0.90Open0.93Pre Close12 Volume582 Open Interest5.50Strike Price1.07KTurnover104.87%IV4.27%PremiumNov 15, 2024Expiry Date0.59Intrinsic Value100Multiplier22DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7025Delta0.2182Gamma6.41Leverage Ratio-0.0127Theta0.0021Rho4.50Eff Leverage0.0052Vega