0.35Open0.35Pre Close36 Volume2.69K Open Interest7.50Strike Price1.26KTurnover36.31%IV3.17%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier21DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.5621Delta0.5982Gamma27.49Leverage Ratio-0.0067Theta0.0023Rho15.45Eff Leverage0.0072Vega