0.03Open0.05Pre Close546 Volume835 Open Interest56.00Strike Price1.24KTurnover37.32%IV6.60%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0401Delta0.0461Gamma1752.00Leverage Ratio-0.0200Theta0.0002Rho70.34Eff Leverage0.0043Vega