0.20Open0.15Pre Close638 Volume1.66K Open Interest11.00Strike Price12.76KTurnover61.99%IV2.20%PremiumDec 27, 2024Expiry Date0.11Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5431Delta0.5400Gamma31.11Leverage Ratio-0.0351Theta-0.0007Rho-16.90Eff Leverage0.0047Vega