0.71Open0.59Pre Close139 Volume2.84K Open Interest6.00Strike Price12.46KTurnover89.12%IV1.75%PremiumDec 20, 2024Expiry Date0.78Intrinsic Value100Multiplier11DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.8058Delta0.2612Gamma7.33Leverage Ratio-0.0137Theta0.0014Rho5.91Eff Leverage0.0032Vega