6.36Open6.86Pre Close2 Volume44 Open Interest25.00Strike Price1.27KTurnover86.05%IV1.80%PremiumJan 17, 2025Expiry Date5.81Intrinsic Value100Multiplier25DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.8529Delta0.0331Gamma4.78Leverage Ratio-0.0343Theta0.0136Rho4.07Eff Leverage0.0186Vega