3.75Open2.25Pre Close33 Volume384 Open Interest115.00Strike Price12.28KTurnover32.92%IV0.56%PremiumJul 19, 2024Expiry Date2.17Intrinsic Value100Multiplier7DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.6692Delta0.0647Gamma33.01Leverage Ratio-0.1464Theta0.0158Rho22.09Eff Leverage0.0617Vega