0.04Open0.06Pre Close399 Volume1.19K Open Interest12.00Strike Price1.21KTurnover228.20%IV35.47%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0661Delta0.0769Gamma197.33Leverage Ratio-0.0345Theta0.0000Rho13.04Eff Leverage0.0009Vega