0.15Open0.19Pre Close948 Volume4.66K Open Interest13.00Strike Price12.46KTurnover73.58%IV6.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2703Delta0.3637Gamma85.45Leverage Ratio-0.0435Theta0.0003Rho23.09Eff Leverage0.0041Vega