2.02Open1.50Pre Close47 Volume520 Open Interest134.00Strike Price12.35KTurnover21.94%IV0.03%PremiumNov 29, 2024Expiry Date1.68Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7946Delta0.1347Gamma69.40Leverage Ratio-0.1816Theta0.0053Rho55.15Eff Leverage0.0274Vega