12.10Open12.60Pre Close3 Volume75 Open Interest85.00Strike Price3.63KTurnover57.27%IV-0.51%PremiumAug 16, 2024Expiry Date12.60Intrinsic Value100Multiplier19DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8724Delta0.0163Gamma7.12Leverage Ratio-0.0798Theta0.0377Rho6.21Eff Leverage0.0468Vega