0.21Open0.37Pre Close60 Volume118 Open Interest12.00Strike Price1.30KTurnover100.77%IV9.30%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.2926Delta0.2649Gamma49.69Leverage Ratio-0.0481Theta0.0004Rho14.54Eff Leverage0.0044Vega