0.03Open0.03Pre Close710 Volume10.61K Open Interest240.00Strike Price1.25KTurnover86.92%IV21.52%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0035Delta0.0007Gamma13166.67Leverage Ratio-0.0143Theta0.0000Rho46.19Eff Leverage0.0017Vega