0.34Open0.69Pre Close473 Volume2.75K Open Interest47.50Strike Price12.06KTurnover31.88%IV0.28%PremiumJul 26, 2024Expiry Date0.26Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6519Delta0.5760Gamma116.64Leverage Ratio-0.1784Theta-0.0005Rho-76.04Eff Leverage0.0075Vega