4.60Open3.70Pre Close23 Volume46 Open Interest847.50Strike Price12.82KTurnover39.78%IV1.34%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry7.55Extrinsic Value100Contract SizeAmericanOptions Type0.4632Delta0.0159Gamma101.05Leverage Ratio-2.9112Theta0.0212Rho46.80Eff Leverage0.2496Vega