2.55Open2.80Pre Close5 Volume536 Open Interest35.00Strike Price1.24KTurnover41.23%IV1.89%PremiumDec 20, 2024Expiry Date1.95Intrinsic Value100Multiplier23DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.7171Delta0.0886Gamma13.56Leverage Ratio-0.0311Theta0.0150Rho9.72Eff Leverage0.0313Vega