0.58Open0.55Pre Close17 Volume171 Open Interest81.00Strike Price1.21KTurnover21.18%IV0.37%PremiumDec 27, 2024Expiry Date0.54Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6619Delta0.2650Gamma93.19Leverage Ratio-0.1269Theta0.0034Rho61.68Eff Leverage0.0238Vega