0.25Open0.23Pre Close57 Volume26 Open Interest5.00Strike Price1.37KTurnover47.07%IV7.44%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4290Delta0.6602Gamma27.66Leverage Ratio-0.0050Theta0.0013Rho11.86Eff Leverage0.0050Vega