0.40Open0.60Pre Close27 Volume7.51K Open Interest20.00Strike Price1.27KTurnover26.66%IV2.01%PremiumJul 19, 2024Expiry Date0.06Intrinsic Value100Multiplier17DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.4947Delta0.3445Gamma41.98Leverage Ratio-0.0121Theta-0.0042Rho-20.77Eff Leverage0.0175Vega