12.80Open12.80Pre Close0 Volume2 Open Interest95.00Strike Price0.00Turnover27.65%IV5.06%PremiumJan 17, 2025Expiry Date8.42Intrinsic Value100Multiplier20DDays to Expiry4.38Extrinsic Value100Contract SizeAmericanOptions Type-0.9302Delta0.0339Gamma10.19Leverage Ratio-0.0127Theta-0.0215Rho-9.47Eff Leverage0.0263Vega