0.11Open0.17Pre Close126 Volume918 Open Interest6.00Strike Price1.26KTurnover74.68%IV3.35%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.3235Delta1.0423Gamma81.53Leverage Ratio-0.0336Theta-0.0001Rho-26.38Eff Leverage0.0017Vega