0.40Open0.23Pre Close21 Volume865 Open Interest10.00Strike Price1.06KTurnover40.53%IV1.05%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7253Delta0.4972Gamma17.36Leverage Ratio-0.0094Theta-0.0019Rho-12.59Eff Leverage0.0056Vega