0.60Open0.60Pre Close20 Volume141 Open Interest1.00Strike Price1.20KTurnover509.95%IV1.91%PremiumJan 17, 2025Expiry Date0.57Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8299Delta0.1828Gamma2.03Leverage Ratio-0.0165Theta0.0002Rho1.68Eff Leverage0.0007Vega