0.03Open0.04Pre Close608 Volume907 Open Interest31.00Strike Price1.26KTurnover29.49%IV2.88%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0896Delta0.2663Gamma1206.40Leverage Ratio-0.0225Theta0.0001Rho108.07Eff Leverage0.0033Vega