0.40Open0.23Pre Close21 Volume851 Open Interest10.00Strike Price1.06KTurnover29.75%IV1.05%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7894Delta0.5745Gamma19.10Leverage Ratio-0.0054Theta-0.0021Rho-15.08Eff Leverage0.0050Vega