0.70Open0.50Pre Close187 Volume55 Open Interest6.00Strike Price12.94KTurnover14.32%IV3.40%PremiumDec 20, 2024Expiry Date0.48Intrinsic Value100Multiplier26DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9829Delta0.1717Gamma12.96Leverage Ratio-0.0009Theta0.0042Rho12.74Eff Leverage0.0007Vega