3.25Open2.55Pre Close42 Volume287 Open Interest69.00Strike Price12.62KTurnover40.18%IV0.59%PremiumJul 12, 2024Expiry Date2.32Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.8382Delta0.0996Gamma27.86Leverage Ratio-0.1197Theta0.0042Rho23.35Eff Leverage0.0150Vega