0.50Open0.65Pre Close23 Volume147 Open Interest470.00Strike Price1.31KTurnover28.41%IV4.22%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.0824Delta0.0101Gamma852.30Leverage Ratio-0.2462Theta-0.0044Rho-70.20Eff Leverage0.0808Vega
10baggerbamm : if the US cut rates that hurts the carry trade portion that still needs to cover and now forces Japan to cut even further which would create another sell-off due to margin calls from dollar yen spike