0.40Open0.23Pre Close21 Volume851 Open Interest10.00Strike Price1.06KTurnover30.81%IV1.51%PremiumDec 20, 2024Expiry Date0.41Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7525Delta0.5626Gamma19.19Leverage Ratio-0.0058Theta-0.0023Rho-14.44Eff Leverage0.0059Vega