0.25Open0.20Pre Close41 Volume476 Open Interest5.50Strike Price1.37KTurnover78.88%IV4.29%PremiumDec 6, 2024Expiry Date0.10Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6101Delta0.8972Gamma24.89Leverage Ratio-0.0263Theta0.0003Rho15.18Eff Leverage0.0021Vega