0.48Open0.59Pre Close515 Volume997 Open Interest8.00Strike Price12.50KTurnover86.92%IV5.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.3739Delta0.5322Gamma44.29Leverage Ratio-0.0352Theta0.0003Rho16.56Eff Leverage0.0031Vega