12.55Open6.50Pre Close1 Volume104 Open Interest155.00Strike Price1.26KTurnover22.44%IV0.64%PremiumSep 20, 2024Expiry Date11.49Intrinsic Value100Multiplier7DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type0.9905Delta0.0049Gamma14.29Leverage Ratio-0.0283Theta0.0294Rho14.15Eff Leverage0.0059Vega