0.11Open0.14Pre Close3.59K Volume2.27K Open Interest210.00Strike Price11.25KTurnover30.53%IV2.56%PremiumAug 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0122Delta0.0133Gamma20476.50Leverage Ratio-0.0638Theta0.0000Rho249.01Eff Leverage0.0025Vega
10baggerbamm : if the US cut rates that hurts the carry trade portion that still needs to cover and now forces Japan to cut even further which would create another sell-off due to margin calls from dollar yen spike