0.40Open0.23Pre Close21 Volume851 Open Interest10.00Strike Price1.06KTurnover29.06%IV1.05%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier13DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7885Delta0.5756Gamma19.10Leverage Ratio-0.0051Theta-0.0021Rho-15.06Eff Leverage0.0052Vega