20.33Open13.65Pre Close6 Volume112 Open Interest115.00Strike Price12.06KTurnover66.65%IV0.62%PremiumJan 17, 2025Expiry Date19.29Intrinsic Value100Multiplier16DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.8929Delta0.0146Gamma4.83Leverage Ratio-0.0662Theta-0.0320Rho-4.32Eff Leverage0.0371Vega