0.26Open0.22Pre Close56 Volume109 Open Interest3.00Strike Price1.39KTurnover98.27%IV0.93%PremiumDec 13, 2024Expiry Date0.19Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8106Delta1.3234Gamma12.76Leverage Ratio-0.0133Theta-0.0001Rho-10.34Eff Leverage0.0006Vega