12.75Open12.05Pre Close6 Volume11 Open Interest35.00Strike Price7.65KTurnover149.36%IV0.82%PremiumAug 2, 2024Expiry Date12.36Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.9834Delta0.0060Gamma3.87Leverage Ratio-0.0359Theta0.0032Rho3.81Eff Leverage0.0019Vega