5.40Open3.80Pre Close2 Volume335 Open Interest240.00Strike Price1.07KTurnover19.50%IV0.21%PremiumDec 6, 2024Expiry Date4.77Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.9186Delta0.0486Gamma45.68Leverage Ratio-0.0828Theta-0.0078Rho-41.96Eff Leverage0.0259Vega