0.02Open0.01Pre Close671 Volume2.17K Open Interest22.50Strike Price1.27KTurnover21.48%IV2.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0916Delta0.4643Gamma1465.00Leverage Ratio-0.0120Theta0.0001Rho134.22Eff Leverage0.0027Vega