6.30Open6.45Pre Close19 Volume237 Open Interest62.00Strike Price12.77KTurnover198.86%IV3.99%PremiumAug 2, 2024Expiry Date4.56Intrinsic Value100Multiplier2DDays to Expiry2.29Extrinsic Value100Contract SizeAmericanOptions Type-0.6353Delta0.0373Gamma8.42Leverage Ratio-0.7166Theta-0.0032Rho-5.35Eff Leverage0.0190Vega