0.34Open0.69Pre Close473 Volume2.75K Open Interest47.50Strike Price12.06KTurnover30.31%IV0.28%PremiumJul 26, 2024Expiry Date0.26Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6515Delta0.5757Gamma116.64Leverage Ratio-0.1607Theta-0.0006Rho-75.99Eff Leverage0.0079Vega