24.75Open27.70Pre Close5 Volume98 Open Interest105.00Strike Price12.38KTurnover61.35%IV0.43%PremiumDec 20, 2024Expiry Date24.20Intrinsic Value100Multiplier16DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.9529Delta0.0059Gamma5.22Leverage Ratio-0.0609Theta0.0443Rho4.97Eff Leverage0.0270Vega