0.90Open0.68Pre Close88 Volume140 Open Interest72.00Strike Price12.28KTurnover53.29%IV0.75%PremiumDec 6, 2024Expiry Date0.98Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.6446Delta0.1048Gamma36.04Leverage Ratio-0.2426Theta0.0037Rho23.23Eff Leverage0.0248Vega