0.51Open0.51Pre Close25 Volume1.62K Open Interest3.00Strike Price1.27KTurnover125.77%IV-0.80%PremiumJul 26, 2024Expiry Date0.51Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9477Delta0.3976Gamma4.83Leverage Ratio-0.0038Theta-0.0002Rho-4.58Eff Leverage0.0002Vega