59.35Open44.50Pre Close2.06K Volume2.11K Open Interest345.00Strike Price12.02MTurnover8734.25%IV1.56%PremiumNov 29, 2024Expiry Date42.47Intrinsic Value100Multiplier-1DDays to Expiry6.05Extrinsic Value100Contract SizeAmericanOptions Type0.8892Delta0.0053Gamma9.23Leverage Ratio-8061.7786Theta0.0000Rho8.20Eff Leverage0.0008Vega