6.35Open3.70Pre Close20 Volume61 Open Interest50.50Strike Price12.24KTurnover84.44%IV0.02%PremiumNov 8, 2024Expiry Date5.45Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9654Delta0.0286Gamma8.15Leverage Ratio-0.0295Theta-0.0018Rho-7.87Eff Leverage0.0025Vega