12.90Open12.61Pre Close3 Volume45 Open Interest220.00Strike Price3.87KTurnover34.15%IV0.06%PremiumAug 28, 2024Expiry Date12.76Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9927Delta0.0037Gamma18.15Leverage Ratio-0.0436Theta0.0101Rho18.02Eff Leverage0.0032Vega