0.05Open0.15Pre Close150 Volume3.89K Open Interest77.50Strike Price1.26KTurnover19.41%IV0.06%PremiumJul 19, 2024Expiry Date0.02Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.5518Delta2.6442Gamma1106.86Leverage Ratio-0.8343Theta0.0000Rho-610.72Eff Leverage0.0030Vega