0.04Open0.02Pre Close421 Volume3.17K Open Interest43.00Strike Price1.25KTurnover55.58%IV8.91%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0299Delta0.0387Gamma1975.00Leverage Ratio-0.0174Theta0.0001Rho59.05Eff Leverage0.0021Vega