0.22Open0.27Pre Close909 Volume560 Open Interest19.50Strike Price12.69KTurnover24.49%IV0.46%PremiumAug 2, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5408Delta1.5756Gamma169.30Leverage Ratio-0.0807Theta-0.0003Rho-91.56Eff Leverage0.0041Vega