0.30Open0.52Pre Close22 Volume593 Open Interest15.00Strike Price1.07KTurnover41.43%IV4.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4041Delta0.2510Gamma32.13Leverage Ratio-0.0131Theta-0.0035Rho-12.98Eff Leverage0.0145Vega