2.70Open3.47Pre Close66 Volume69 Open Interest57.00Strike Price12.65KTurnover33.55%IV0.59%PremiumJul 26, 2024Expiry Date1.07Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.7713Delta0.2013Gamma45.02Leverage Ratio-0.1167Theta0.0026Rho34.72Eff Leverage0.0136Vega