3.70Open4.52Pre Close33 Volume137 Open Interest113.00Strike Price12.91KTurnover47.67%IV0.51%PremiumAug 2, 2024Expiry Date3.09Intrinsic Value100Multiplier2DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.7361Delta0.0711Gamma29.12Leverage Ratio-0.2685Theta-0.0058Rho-21.43Eff Leverage0.0317Vega