0.40Open0.46Pre Close167 Volume1.75K Open Interest210.00Strike Price1.26KTurnover64.26%IV9.89%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0113Delta0.0038Gamma6371.00Leverage Ratio-0.0300Theta0.0001Rho72.16Eff Leverage0.0036Vega