0.15Open0.46Pre Close656 Volume2.54K Open Interest77.00Strike Price12.05KTurnover29.25%IV2.68%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1494Delta0.1212Gamma564.04Leverage Ratio-0.0850Theta-0.0008Rho-84.26Eff Leverage0.0152Vega