4.70Open5.35Pre Close26 Volume313 Open Interest20.00Strike Price12.04KTurnover193.90%IV1.75%PremiumNov 29, 2024Expiry Date4.05Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.8975Delta0.0479Gamma5.66Leverage Ratio-0.1330Theta0.0011Rho5.08Eff Leverage0.0034Vega