0.01Open0.04Pre Close1.26K Volume8.75K Open Interest8.00Strike Price1.26KTurnover90.92%IV8.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0483Delta0.2059Gamma876.00Leverage Ratio-0.0099Theta0.0000Rho-42.35Eff Leverage0.0005Vega