0.15Open0.05Pre Close844 Volume1.55K Open Interest10.00Strike Price12.69KTurnover21.89%IV1.01%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6525Delta1.5768Gamma66.00Leverage Ratio-0.0099Theta-0.0007Rho-43.07Eff Leverage0.0040Vega