0.65Open1.07Pre Close165 Volume129 Open Interest21.50Strike Price12.33KTurnover59.88%IV1.43%PremiumAug 2, 2024Expiry Date0.45Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6388Delta0.3281Gamma29.44Leverage Ratio-0.0752Theta-0.0011Rho-18.81Eff Leverage0.0072Vega