6.65Open5.67Pre Close21 Volume619 Open Interest136.00Strike Price12.03KTurnover53.20%IV0.48%PremiumDec 6, 2024Expiry Date4.38Intrinsic Value100Multiplier2DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.7704Delta0.0485Gamma26.61Leverage Ratio-0.4005Theta0.0072Rho20.50Eff Leverage0.0357Vega
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