0.61Open0.66Pre Close26 Volume455 Open Interest110.00Strike Price1.27KTurnover57.60%IV7.21%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.1220Delta0.0270Gamma240.83Leverage Ratio-0.1654Theta-0.0017Rho-29.38Eff Leverage0.0264Vega