0.30Open0.27Pre Close46 Volume1.50K Open Interest6.00Strike Price1.05KTurnover64.91%IV8.08%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3280Delta0.4196Gamma36.06Leverage Ratio-0.0095Theta-0.0009Rho-11.83Eff Leverage0.0048Vega