0.05Open0.03Pre Close767 Volume356 Open Interest2.50Strike Price12.84KTurnover170.35%IV29.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5391Delta0.3982Gamma6.09Leverage Ratio-0.0092Theta0.0006Rho3.28Eff Leverage0.0023Vega