0.40Open0.23Pre Close21 Volume851 Open Interest10.00Strike Price1.06KTurnover33.92%IV1.05%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier14DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7353Delta0.5276Gamma19.10Leverage Ratio-0.0067Theta-0.0023Rho-14.05Eff Leverage0.0061Vega