0.27Open0.34Pre Close328 Volume1.51K Open Interest14.00Strike Price12.38KTurnover51.78%IV1.92%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.5465Delta0.5424Gamma43.26Leverage Ratio-0.0434Theta0.0007Rho23.64Eff Leverage0.0056Vega