6.30Open6.45Pre Close19 Volume237 Open Interest62.00Strike Price12.77KTurnover195.98%IV3.99%PremiumAug 2, 2024Expiry Date4.56Intrinsic Value100Multiplier2DDays to Expiry2.29Extrinsic Value100Contract SizeAmericanOptions Type-0.6352Delta0.0373Gamma8.42Leverage Ratio-0.6940Theta-0.0032Rho-5.35Eff Leverage0.0193Vega