3.76Open3.65Pre Close30 Volume324 Open Interest12.50Strike Price12.14KTurnover70.94%IV0.91%PremiumJul 19, 2024Expiry Date3.90Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9875Delta0.0157Gamma4.15Leverage Ratio-0.0044Theta0.0039Rho4.10Eff Leverage0.0009Vega