0.15Open0.15Pre Close477 Volume384 Open Interest15.00Strike Price12.15KTurnover66.28%IV15.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.2528Delta0.1491Gamma44.20Leverage Ratio-0.0162Theta0.0018Rho11.17Eff Leverage0.0103Vega