0.05Open0.09Pre Close296 Volume1.35K Open Interest5.50Strike Price1.36KTurnover80.62%IV2.40%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.3269Delta1.8940Gamma135.25Leverage Ratio-0.0506Theta0.0000Rho44.21Eff Leverage0.0009Vega