0.42Open0.39Pre Close358 Volume1.12K Open Interest21.50Strike Price12.26KTurnover30.97%IV0.69%PremiumDec 27, 2024Expiry Date0.37Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7345Delta0.5265Gamma45.56Leverage Ratio-0.0368Theta0.0013Rho33.46Eff Leverage0.0066Vega