0.45Open0.51Pre Close190 Volume393 Open Interest32.50Strike Price12.04KTurnover36.58%IV0.97%PremiumDec 6, 2024Expiry Date0.50Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.6678Delta0.2901Gamma41.51Leverage Ratio-0.0640Theta0.0023Rho27.72Eff Leverage0.0124Vega