3.29Open3.70Pre Close40 Volume896 Open Interest45.00Strike Price12.50KTurnover45.28%IV0.33%PremiumDec 20, 2024Expiry Date2.79Intrinsic Value100Multiplier24DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.7268Delta0.0603Gamma12.25Leverage Ratio-0.0427Theta0.0200Rho8.91Eff Leverage0.0405Vega