0.40Open0.49Pre Close306 Volume696 Open Interest43.50Strike Price12.91KTurnover23.11%IV0.69%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5831Delta0.4819Gamma106.46Leverage Ratio-0.0790Theta0.0016Rho62.08Eff Leverage0.0137Vega