4.51Open5.75Pre Close3 Volume4 Open Interest83.00Strike Price1.27KTurnover42.87%IV0.45%PremiumNov 29, 2024Expiry Date3.74Intrinsic Value100Multiplier3DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.8678Delta0.0680Gamma20.19Leverage Ratio-0.0939Theta-0.0052Rho-17.52Eff Leverage0.0160Vega