12.60Open19.70Pre Close1 Volume16 Open Interest760.00Strike Price1.26KTurnover31.64%IV5.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry12.60Extrinsic Value100Contract SizeAmericanOptions Type0.3349Delta0.0062Gamma58.39Leverage Ratio-0.4828Theta0.1510Rho19.56Eff Leverage0.6783Vega