6.31Open3.30Pre Close2 Volume2 Open Interest86.00Strike Price1.26KTurnover3802.58%IV0.44%PremiumDec 13, 2024Expiry Date5.96Intrinsic Value100Multiplier-2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.8883Delta0.0419Gamma13.12Leverage Ratio-524.5196Theta0.0000Rho-11.65Eff Leverage0.0002Vega