0.05Open0.04Pre Close212 Volume391 Open Interest30.50Strike Price1.26KTurnover53.96%IV8.65%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0521Delta0.0765Gamma936.33Leverage Ratio-0.0201Theta0.0001Rho48.79Eff Leverage0.0028Vega