0.40Open0.45Pre Close30 Volume17 Open Interest1.50Strike Price1.20KTurnover110.04%IV2.70%PremiumDec 20, 2024Expiry Date0.35Intrinsic Value100Multiplier19DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8333Delta0.5361Gamma4.63Leverage Ratio-0.0032Theta0.0006Rho3.85Eff Leverage0.0011Vega