12.59Open13.60Pre Close2 Volume119 Open Interest20.00Strike Price2.52KTurnover207.15%IV1.59%PremiumJan 17, 2025Expiry Date12.47Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.9609Delta0.0284Gamma0.60Leverage Ratio-0.0060Theta-0.0050Rho-0.58Eff Leverage0.0015Vega