0.35Open0.30Pre Close39 Volume1.48K Open Interest55.00Strike Price1.24KTurnover31.68%IV8.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2155Delta0.0657Gamma97.10Leverage Ratio-0.0248Theta0.0080Rho20.93Eff Leverage0.0411Vega