24.70Open23.80Pre Close5 Volume115 Open Interest145.00Strike Price12.70KTurnover38.15%IV0.26%PremiumOct 18, 2024Expiry Date25.56Intrinsic Value100Multiplier24DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.9593Delta0.0052Gamma6.47Leverage Ratio-0.0480Theta0.0904Rho6.21Eff Leverage0.0382Vega