4.10Open4.50Pre Close35.72K Volume22.81K Open Interest115.00Strike Price12.19MTurnover60.86%IV1.88%PremiumAug 2, 2024Expiry Date2.02Intrinsic Value100Multiplier4DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5776Delta0.0511Gamma27.22Leverage Ratio-0.3414Theta-0.0079Rho-15.72Eff Leverage0.0493Vega