0.84Open1.82Pre Close9 Volume157 Open Interest79.00Strike Price1.27KTurnover35.48%IV0.24%PremiumAug 2, 2024Expiry Date1.32Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.7327Delta0.1472Gamma46.83Leverage Ratio-0.1852Theta0.0035Rho34.31Eff Leverage0.0207Vega