12.81Open12.81Pre Close0 Volume51 Open Interest100.00Strike Price0.00Turnover47.85%IV0.94%PremiumJan 17, 2025Expiry Date11.98Intrinsic Value100Multiplier20DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type-0.8595Delta0.0240Gamma7.04Leverage Ratio-0.0466Theta-0.0336Rho-6.05Eff Leverage0.0460Vega