2.47Open2.73Pre Close5 Volume3 Open Interest51.00Strike Price1.26KTurnover45.02%IV0.56%PremiumDec 6, 2024Expiry Date2.17Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8800Delta0.1038Gamma23.12Leverage Ratio-0.0813Theta0.0029Rho20.34Eff Leverage0.0086Vega