0.61Open0.66Pre Close26 Volume455 Open Interest110.00Strike Price1.27KTurnover57.35%IV7.27%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.1268Delta0.0278Gamma238.55Leverage Ratio-0.1692Theta-0.0018Rho-30.24Eff Leverage0.0271Vega