0.40Open0.35Pre Close16 Volume23 Open Interest52.00Strike Price1.22KTurnover39.59%IV0.82%PremiumDec 6, 2024Expiry Date0.55Intrinsic Value100Multiplier2DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.6561Delta0.2532Gamma58.39Leverage Ratio-0.1783Theta0.0016Rho38.31Eff Leverage0.0135Vega