0.61Open0.66Pre Close26 Volume455 Open Interest110.00Strike Price1.27KTurnover58.51%IV7.25%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.1213Delta0.0264Gamma245.96Leverage Ratio-0.1675Theta-0.0017Rho-29.84Eff Leverage0.0263Vega