3.46Open2.15Pre Close3 Volume17 Open Interest26.00Strike Price1.07KTurnover65.53%IV3.32%PremiumJan 17, 2025Expiry Date2.65Intrinsic Value100Multiplier6DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.8783Delta0.0810Gamma10.14Leverage Ratio-0.0412Theta0.0039Rho8.91Eff Leverage0.0077Vega