48.40Open45.05Pre Close2.55K Volume2.73K Open Interest392.50Strike Price12.79MTurnover103.17%IV-0.38%PremiumDec 20, 2024Expiry Date70.52Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9505Delta0.0021Gamma6.46Leverage Ratio-0.6285Theta0.0372Rho6.14Eff Leverage0.0476Vega