0.46Open0.28Pre Close47 Volume2.63K Open Interest130.00Strike Price1.26KTurnover56.31%IV9.67%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0866Delta0.0211Gamma448.17Leverage Ratio-0.1229Theta0.0012Rho38.81Eff Leverage0.0209Vega