0.60Open0.85Pre Close215 Volume245 Open Interest165.00Strike Price12.68KTurnover44.88%IV15.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.0610Delta0.0055Gamma324.10Leverage Ratio-0.0558Theta-0.0070Rho-19.78Eff Leverage0.0585Vega