0.55Open0.65Pre Close22 Volume652 Open Interest19.00Strike Price1.24KTurnover40.30%IV5.24%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3741Delta0.1981Gamma37.09Leverage Ratio-0.0160Theta-0.0042Rho-13.88Eff Leverage0.0180Vega