2.95Open2.00Pre Close47 Volume20 Open Interest71.00Strike Price12.45KTurnover311.40%IV31.60%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.55Extrinsic Value100Contract SizeAmericanOptions Type0.2941Delta0.0186Gamma19.78Leverage Ratio-0.8053Theta0.0015Rho5.82Eff Leverage0.0205Vega