12.20Open11.50Pre Close14 Volume35 Open Interest170.00Strike Price16.82KTurnover28.34%IV0.74%PremiumJan 17, 2025Expiry Date11.06Intrinsic Value100Multiplier23DDays to Expiry1.34Extrinsic Value100Contract SizeAmericanOptions Type0.8326Delta0.0196Gamma14.26Leverage Ratio-0.0872Theta0.0860Rho11.87Eff Leverage0.1132Vega