0.42Open0.39Pre Close358 Volume1.12K Open Interest21.50Strike Price12.26KTurnover34.00%IV0.69%PremiumDec 27, 2024Expiry Date0.37Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7329Delta0.5257Gamma45.56Leverage Ratio-0.0445Theta0.0011Rho33.39Eff Leverage0.0060Vega