0.25Open0.35Pre Close457 Volume2.44K Open Interest1.00Strike Price12.15KTurnover454.80%IV9.68%PremiumJan 17, 2025Expiry Date0.22Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6205Delta1.0457Gamma2.58Leverage Ratio-0.0187Theta-0.0001Rho-1.60Eff Leverage0.0003Vega