12.57Open12.21Pre Close1 Volume16 Open Interest66.00Strike Price1.26KTurnover485.08%IV0.29%PremiumNov 29, 2024Expiry Date12.34Intrinsic Value100Multiplier0DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9423Delta0.0131Gamma6.23Leverage Ratio-2.5011Theta0.0003Rho5.87Eff Leverage0.0021Vega