3.50Open2.53Pre Close33 Volume260 Open Interest125.00Strike Price12.32KTurnover34.37%IV1.31%PremiumDec 20, 2024Expiry Date2.80Intrinsic Value100Multiplier11DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type-0.6308Delta0.0523Gamma27.46Leverage Ratio-0.1192Theta-0.0210Rho-17.32Eff Leverage0.0798Vega