2.90Open4.48Pre Close39 Volume57 Open Interest80.00Strike Price12.92KTurnover32.28%IV2.48%PremiumDec 20, 2024Expiry Date1.66Intrinsic Value100Multiplier25DDays to Expiry1.94Extrinsic Value100Contract SizeAmericanOptions Type-0.5712Delta0.0602Gamma22.71Leverage Ratio-0.0475Theta-0.0275Rho-12.97Eff Leverage0.0802Vega