3.60Open2.75Pre Close43 Volume47 Open Interest197.50Strike Price12.13KTurnover32.40%IV1.22%PremiumAug 2, 2024Expiry Date0.58Intrinsic Value100Multiplier2DDays to Expiry2.42Extrinsic Value100Contract SizeAmericanOptions Type0.5522Delta0.0699Gamma76.18Leverage Ratio-0.4517Theta0.0083Rho42.07Eff Leverage0.0691Vega