4.55Open3.53Pre Close3 Volume290 Open Interest73.00Strike Price1.27KTurnover48.90%IV0.76%PremiumNov 22, 2024Expiry Date3.50Intrinsic Value100Multiplier2DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.8750Delta0.0645Gamma20.54Leverage Ratio-0.1253Theta0.0046Rho17.97Eff Leverage0.0134Vega