0.40Open0.70Pre Close30 Volume3.42K Open Interest21.00Strike Price1.21KTurnover28.38%IV4.88%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4068Delta0.2408Gamma48.24Leverage Ratio-0.0123Theta0.0061Rho19.62Eff Leverage0.0220Vega