3.40Open3.35Pre Close40 Volume134 Open Interest94.50Strike Price12.55KTurnover26.45%IV0.64%PremiumDec 27, 2024Expiry Date2.61Intrinsic Value100Multiplier4DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.8437Delta0.0988Gamma33.05Leverage Ratio-0.0685Theta-0.0065Rho-27.89Eff Leverage0.0226Vega