3.72Open3.50Pre Close1.53K Volume387 Open Interest882.50Strike Price1.07MTurnover26.09%IV1.51%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry3.29Extrinsic Value100Contract SizeAmericanOptions Type0.2970Delta0.0196Gamma265.23Leverage Ratio-1.5401Theta0.0155Rho78.78Eff Leverage0.2348Vega