12.70Open12.00Pre Close1 Volume2 Open Interest29.50Strike Price1.27KTurnover343.76%IV1.27%PremiumOct 11, 2024Expiry Date12.17Intrinsic Value100Multiplier2DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.9315Delta0.0124Gamma3.49Leverage Ratio-0.2931Theta0.0015Rho3.25Eff Leverage0.0041Vega