0.04Open0.07Pre Close458 Volume5.94K Open Interest14.00Strike Price1.25KTurnover53.61%IV5.51%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0867Delta0.2562Gamma591.38Leverage Ratio-0.0189Theta-0.0001Rho-51.26Eff Leverage0.0018Vega