0.35Open0.49Pre Close30 Volume12 Open Interest5.00Strike Price1.38KTurnover92.89%IV6.90%PremiumSep 20, 2024Expiry Date0.22Intrinsic Value100Multiplier19DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.5380Delta0.3927Gamma9.10Leverage Ratio-0.0103Theta-0.0014Rho-4.90Eff Leverage0.0043Vega