0.35Open0.40Pre Close36 Volume152 Open Interest60.00Strike Price1.22KTurnover10.29%IV2.64%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3383Delta0.2019Gamma167.85Leverage Ratio-0.0129Theta0.0174Rho56.78Eff Leverage0.0643Vega