0.49Open0.56Pre Close26 Volume218 Open Interest16.00Strike Price1.26KTurnover68.50%IV1.60%PremiumDec 13, 2024Expiry Date0.35Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6758Delta0.4537Gamma28.45Leverage Ratio-0.0779Theta-0.0006Rho-19.23Eff Leverage0.0042Vega