6.79Open6.90Pre Close26 Volume69 Open Interest582.50Strike Price12.63KTurnover20.98%IV0.69%PremiumOct 4, 2024Expiry Date2.06Intrinsic Value100Multiplier3DDays to Expiry4.04Extrinsic Value100Contract SizeAmericanOptions Type0.5809Delta0.0324Gamma96.62Leverage Ratio-0.7666Theta0.0322Rho56.13Eff Leverage0.2243Vega