12.65Open12.65Pre Close0 Volume1 Open Interest53.00Strike Price0.00Turnover104.34%IV1.78%PremiumJul 26, 2024Expiry Date11.50Intrinsic Value100Multiplier3DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.9731Delta0.0092Gamma5.56Leverage Ratio-0.0537Theta0.0052Rho5.41Eff Leverage0.0040Vega