12.70Open12.00Pre Close1 Volume2 Open Interest29.50Strike Price1.27KTurnover393.36%IV1.25%PremiumOct 11, 2024Expiry Date12.18Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.9081Delta0.0135Gamma3.61Leverage Ratio-0.4506Theta0.0014Rho3.28Eff Leverage0.0051Vega