4.51Open5.75Pre Close3 Volume1 Open Interest83.00Strike Price1.27KTurnover42.36%IV0.45%PremiumNov 29, 2024Expiry Date3.74Intrinsic Value100Multiplier3DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.8676Delta0.0681Gamma20.19Leverage Ratio-0.0917Theta-0.0053Rho-17.52Eff Leverage0.0162Vega