3.50Open4.25Pre Close46 Volume25 Open Interest100.00Strike Price12.50KTurnover72.17%IV4.34%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.30Extrinsic Value100Contract SizeAmericanOptions Type0.4530Delta0.0519Gamma45.60Leverage Ratio-0.3902Theta0.0049Rho20.66Eff Leverage0.0419Vega