0.40Open0.30Pre Close685 Volume8.60K Open Interest7.00Strike Price12.42KTurnover65.90%IV1.55%PremiumAug 16, 2024Expiry Date0.09Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6076Delta1.0199Gamma35.45Leverage Ratio-0.0349Theta0.0003Rho21.54Eff Leverage0.0022Vega