12.75Open12.05Pre Close6 Volume11 Open Interest35.00Strike Price7.65KTurnover131.79%IV1.25%PremiumAug 2, 2024Expiry Date12.16Intrinsic Value100Multiplier3DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.9918Delta0.0036Gamma3.87Leverage Ratio-0.0185Theta0.0033Rho3.83Eff Leverage0.0010Vega