2.86Open2.95Pre Close34 Volume190 Open Interest87.00Strike Price12.24KTurnover39.54%IV0.40%PremiumAug 2, 2024Expiry Date3.54Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.8231Delta0.0651Gamma22.78Leverage Ratio-0.1254Theta0.0088Rho18.75Eff Leverage0.0262Vega