0.05Open0.09Pre Close296 Volume1.35K Open Interest5.50Strike Price1.36KTurnover70.63%IV2.40%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.3270Delta1.8956Gamma135.25Leverage Ratio-0.0389Theta0.0000Rho44.23Eff Leverage0.0010Vega