0.25Open0.32Pre Close37 Volume130 Open Interest9.50Strike Price1.24KTurnover65.23%IV1.19%PremiumDec 6, 2024Expiry Date0.24Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6064Delta0.5914Gamma23.15Leverage Ratio-0.0308Theta-0.0006Rho-14.04Eff Leverage0.0038Vega