4.70Open6.40Pre Close30 Volume31 Open Interest227.50Strike Price12.98KTurnover39.60%IV0.30%PremiumDec 20, 2024Expiry Date3.02Intrinsic Value100Multiplier3DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.6265Delta0.0444Gamma44.02Leverage Ratio-0.4989Theta-0.0122Rho-27.58Eff Leverage0.0818Vega