20.90Open30.60Pre Close6 Volume552 Open Interest10.00Strike Price12.54KTurnover876.09%IV0.42%PremiumJan 17, 2025Expiry Date20.77Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9608Delta0.0033Gamma1.44Leverage Ratio-0.3055Theta0.0008Rho1.38Eff Leverage0.0025Vega