5.80Open5.50Pre Close24 Volume360 Open Interest177.50Strike Price12.88KTurnover130.39%IV0.16%PremiumDec 6, 2024Expiry Date4.77Intrinsic Value100Multiplier0DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.8220Delta0.0487Gamma35.99Leverage Ratio-3.3637Theta-0.0008Rho-29.58Eff Leverage0.0107Vega