6.31Open4.30Pre Close2 Volume8 Open Interest202.50Strike Price1.26KTurnover40.63%IV0.48%PremiumJan 10, 2025Expiry Date5.36Intrinsic Value100Multiplier1DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type-0.8431Delta0.0469Gamma34.29Leverage Ratio-0.3500Theta-0.0061Rho-28.91Eff Leverage0.0305Vega