5.90Open5.30Pre Close21 Volume117 Open Interest34.00Strike Price12.84KTurnover120.79%IV0.50%PremiumDec 20, 2024Expiry Date6.25Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.9538Delta0.0309Gamma4.40Leverage Ratio-0.0349Theta-0.0022Rho-4.20Eff Leverage0.0026Vega