0.21Open0.36Pre Close75 Volume1.74K Open Interest61.00Strike Price1.26KTurnover46.50%IV4.54%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0873Delta0.0720Gamma708.83Leverage Ratio-0.0724Theta-0.0003Rho-61.87Eff Leverage0.0075Vega