0.60Open1.14Pre Close20 Volume18 Open Interest36.00Strike Price1.07KTurnover42.92%IV1.56%PremiumSep 27, 2024Expiry Date0.04Intrinsic Value100Multiplier3DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.4988Delta0.2714Gamma59.93Leverage Ratio-0.0941Theta-0.0016Rho-29.89Eff Leverage0.0137Vega