0.07Open0.04Pre Close1.97K Volume3.05K Open Interest13.00Strike Price12.21KTurnover99.44%IV10.60%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1147Delta0.2094Gamma235.80Leverage Ratio-0.0354Theta0.0001Rho27.04Eff Leverage0.0018Vega