2.31Open2.53Pre Close5 Volume1.18K Open Interest45.00Strike Price1.26KTurnover68.38%IV0.80%PremiumJul 26, 2024Expiry Date2.29Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.7764Delta0.0914Gamma17.20Leverage Ratio-0.1401Theta0.0035Rho13.35Eff Leverage0.0143Vega