12.36Open12.00Pre Close1 Volume127 Open Interest270.00Strike Price1.24KTurnover28.84%IV1.56%PremiumDec 20, 2024Expiry Date8.29Intrinsic Value100Multiplier21DDays to Expiry4.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6500Delta0.0206Gamma21.99Leverage Ratio-0.1407Theta-0.0866Rho-14.30Eff Leverage0.2349Vega