0.20Open0.28Pre Close440 Volume55 Open Interest84.00Strike Price12.38KTurnover79.24%IV6.48%PremiumOct 9, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.1433Delta0.0532Gamma259.67Leverage Ratio-0.2570Theta0.0005Rho37.22Eff Leverage0.0121Vega