0.20Open0.27Pre Close59 Volume643 Open Interest15.00Strike Price1.36KTurnover27.27%IV0.46%PremiumSep 27, 2024Expiry Date0.19Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.6954Delta0.8808Gamma55.24Leverage Ratio-0.0234Theta0.0009Rho38.41Eff Leverage0.0051Vega