0.85Open1.40Pre Close74 Volume82 Open Interest111.00Strike Price12.20KTurnover45.04%IV1.59%PremiumDec 6, 2024Expiry Date0.01Intrinsic Value100Multiplier3DDays to Expiry1.77Extrinsic Value100Contract SizeAmericanOptions Type0.5178Delta0.0873Gamma62.54Leverage Ratio-0.3358Theta0.0046Rho32.38Eff Leverage0.0404Vega