0.40Open0.23Pre Close21 Volume851 Open Interest10.00Strike Price1.06KTurnover29.66%IV1.05%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7892Delta0.5747Gamma19.10Leverage Ratio-0.0053Theta-0.0021Rho-15.07Eff Leverage0.0051Vega