0.35Open0.33Pre Close223 Volume480 Open Interest73.00Strike Price12.27KTurnover54.68%IV3.14%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.3588Delta0.1062Gamma85.75Leverage Ratio-0.2449Theta0.0020Rho30.76Eff Leverage0.0240Vega