0.78Open0.81Pre Close365 Volume3.77K Open Interest5.50Strike Price12.45KTurnover67.64%IV1.05%PremiumJan 10, 2025Expiry Date0.22Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8077Delta1.0260Gamma22.88Leverage Ratio-0.0218Theta0.0002Rho18.48Eff Leverage0.0011Vega