6.51Open5.60Pre Close2 Volume565 Open Interest235.00Strike Price1.30KTurnover29.28%IV0.27%PremiumDec 6, 2024Expiry Date5.87Intrinsic Value100Multiplier2DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.8583Delta0.0396Gamma37.93Leverage Ratio-0.2840Theta0.0129Rho32.56Eff Leverage0.0434Vega