10.55Open10.17Pre Close1 Volume6 Open Interest74.00Strike Price1.06KTurnover64.49%IV0.31%PremiumSep 27, 2024Expiry Date10.29Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.9931Delta0.0043Gamma8.16Leverage Ratio-0.0193Theta0.0051Rho8.11Eff Leverage0.0013Vega