0.02Open0.03Pre Close656 Volume2.68K Open Interest12.50Strike Price1.26KTurnover745.53%IV0.95%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.1735Delta2.3907Gamma1261.00Leverage Ratio-28.9672Theta0.0000Rho-218.84Eff Leverage0.0000Vega