9.59Open6.55Pre Close15 Volume116 Open Interest433.00Strike Price12.02KTurnover28.60%IV0.14%PremiumJan 10, 2025Expiry Date6.87Intrinsic Value100Multiplier1DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.8752Delta0.0365Gamma60.88Leverage Ratio-0.6875Theta-0.0069Rho-53.28Eff Leverage0.0410Vega