12.70Open12.00Pre Close1 Volume2 Open Interest29.50Strike Price1.27KTurnover343.76%IV1.26%PremiumOct 11, 2024Expiry Date12.18Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.9315Delta0.0124Gamma3.50Leverage Ratio-0.2931Theta0.0015Rho3.26Eff Leverage0.0041Vega