3.60Open3.55Pre Close32 Volume3.25K Open Interest13.00Strike Price12.15KTurnover5745.80%IV0.76%PremiumAug 16, 2024Expiry Date3.77Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7562Delta0.0880Gamma2.20Leverage Ratio-34.0935Theta0.0000Rho-1.66Eff Leverage0.0002Vega