2.60Open2.65Pre Close4 Volume5 Open Interest96.50Strike Price1.06KTurnover40.42%IV1.16%PremiumDec 27, 2024Expiry Date1.59Intrinsic Value100Multiplier4DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6354Delta0.0925Gamma37.96Leverage Ratio-0.1899Theta-0.0064Rho-24.12Eff Leverage0.0379Vega