6.35Open4.75Pre Close2 Volume92 Open Interest90.00Strike Price1.27KTurnover46.44%IV4.87%PremiumNov 22, 2024Expiry Date1.88Intrinsic Value100Multiplier3DDays to Expiry4.47Extrinsic Value100Contract SizeAmericanOptions Type0.6840Delta0.0836Gamma32.70Leverage Ratio-0.2287Theta0.0060Rho22.37Eff Leverage0.0326Vega