0.40Open0.35Pre Close36 Volume946 Open Interest7.00Strike Price1.26KTurnover52.94%IV3.52%PremiumNov 15, 2024Expiry Date0.10Intrinsic Value100Multiplier14DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.5812Delta0.5316Gamma20.29Leverage Ratio-0.0109Theta0.0014Rho11.79Eff Leverage0.0054Vega