0.40Open0.32Pre Close31 Volume252 Open Interest5.50Strike Price1.25KTurnover65.40%IV0.68%PremiumDec 13, 2024Expiry Date0.35Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9239Delta0.5573Gamma16.25Leverage Ratio-0.0089Theta0.0002Rho15.01Eff Leverage0.0006Vega