0.07Open0.06Pre Close117 Volume2.14K Open Interest52.50Strike Price1.05KTurnover25.26%IV4.72%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0973Delta0.1037Gamma669.73Leverage Ratio-0.0226Theta0.0008Rho65.19Eff Leverage0.0113Vega