12.20Open6.65Pre Close2 Volume5 Open Interest71.00Strike Price2.44KTurnover108.76%IV2.31%PremiumAug 2, 2024Expiry Date10.81Intrinsic Value100Multiplier1DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type-0.9925Delta0.0068Gamma5.44Leverage Ratio-0.0050Theta-0.0012Rho-5.39Eff Leverage0.0008Vega