0.25Open0.35Pre Close56 Volume269 Open Interest10.00Strike Price1.39KTurnover37.54%IV3.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4220Delta0.7806Gamma65.87Leverage Ratio-0.0157Theta0.0007Rho27.79Eff Leverage0.0052Vega