10.68Open10.30Pre Close1 Volume241 Open Interest135.00Strike Price1.07KTurnover32.99%IV0.84%PremiumDec 20, 2024Expiry Date9.46Intrinsic Value100Multiplier27DDays to Expiry1.22Extrinsic Value100Contract SizeAmericanOptions Type0.7992Delta0.0218Gamma12.67Leverage Ratio-0.0804Theta0.0762Rho10.13Eff Leverage0.1097Vega