4.11Open4.50Pre Close30 Volume40 Open Interest22.50Strike Price12.16KTurnover59.01%IV0.19%PremiumDec 20, 2024Expiry Date3.89Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8790Delta0.0515Gamma6.28Leverage Ratio-0.0193Theta0.0119Rho5.52Eff Leverage0.0133Vega