0.34Open0.69Pre Close473 Volume2.75K Open Interest47.50Strike Price12.06KTurnover32.19%IV0.28%PremiumJul 26, 2024Expiry Date0.26Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6520Delta0.5761Gamma116.64Leverage Ratio-0.1819Theta-0.0005Rho-76.05Eff Leverage0.0074Vega