0.15Open0.30Pre Close529 Volume9.04K Open Interest22.00Strike Price12.71KTurnover39.28%IV1.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.4423Delta0.4637Gamma79.45Leverage Ratio-0.0516Theta0.0009Rho35.14Eff Leverage0.0086Vega