6.32Open7.85Pre Close20 Volume68 Open Interest24.00Strike Price12.64KTurnover87.75%IV0.30%PremiumOct 18, 2024Expiry Date6.23Intrinsic Value100Multiplier22DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8845Delta0.0301Gamma4.51Leverage Ratio-0.0316Theta0.0119Rho3.99Eff Leverage0.0144Vega