0.02Open0.07Pre Close663 Volume1.50K Open Interest46.00Strike Price1.36KTurnover825.15%IV3.42%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0315Delta0.0867Gamma4449.00Leverage Ratio-14.9368Theta0.0000Rho140.34Eff Leverage0.0001Vega