0.05Open0.09Pre Close296 Volume1.35K Open Interest5.50Strike Price1.36KTurnover74.22%IV2.40%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.3269Delta1.8950Gamma135.25Leverage Ratio-0.0429Theta0.0000Rho44.22Eff Leverage0.0009Vega