0.02Open0.04Pre Close797 Volume1.32K Open Interest5.50Strike Price1.26KTurnover116.18%IV11.04%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0819Delta0.2922Gamma308.00Leverage Ratio-0.0167Theta0.0000Rho-25.24Eff Leverage0.0007Vega