0.35Open0.35Pre Close36 Volume2.69K Open Interest7.50Strike Price1.26KTurnover39.01%IV3.17%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier21DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.5658Delta0.5551Gamma27.49Leverage Ratio-0.0072Theta0.0023Rho15.55Eff Leverage0.0071Vega