0.55Open0.70Pre Close15 Volume19 Open Interest83.00Strike Price1.24KTurnover18.09%IV0.62%PremiumNov 29, 2024Expiry Date0.32Intrinsic Value100Multiplier4DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.5924Delta0.2402Gamma99.19Leverage Ratio-0.0855Theta0.0056Rho58.76Eff Leverage0.0347Vega