12.90Open11.85Pre Close6 Volume5.19K Open Interest42.50Strike Price7.67KTurnover262.42%IV0.64%PremiumJan 17, 2025Expiry Date12.22Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9419Delta0.0125Gamma4.39Leverage Ratio-0.2432Theta0.0016Rho4.13Eff Leverage0.0041Vega