6.35Open4.90Pre Close2 Volume2 Open Interest107.00Strike Price1.27KTurnover34.50%IV0.73%PremiumDec 6, 2024Expiry Date5.61Intrinsic Value100Multiplier4DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.9277Delta0.0410Gamma16.29Leverage Ratio-0.0488Theta-0.0071Rho-15.11Eff Leverage0.0145Vega