0.70Open0.57Pre Close24 Volume718 Open Interest52.50Strike Price1.26KTurnover25.84%IV0.84%PremiumSep 20, 2024Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.5314Delta0.3448Gamma105.12Leverage Ratio-0.1011Theta0.0020Rho55.86Eff Leverage0.0178Vega