0.03Open0.05Pre Close546 Volume309 Open Interest56.00Strike Price1.24KTurnover33.60%IV6.60%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0353Delta0.0429Gamma2102.40Leverage Ratio-0.0153Theta0.0002Rho74.12Eff Leverage0.0042Vega