0.46Open0.40Pre Close26 Volume801 Open Interest31.00Strike Price1.27KTurnover24.97%IV0.29%PremiumSep 20, 2024Expiry Date0.41Intrinsic Value100Multiplier7DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6601Delta0.3259Gamma44.87Leverage Ratio-0.0310Theta0.0041Rho29.62Eff Leverage0.0165Vega