0.34Open0.69Pre Close473 Volume2.70K Open Interest47.50Strike Price12.06KTurnover28.73%IV0.28%PremiumJul 26, 2024Expiry Date0.26Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6510Delta0.5754Gamma116.64Leverage Ratio-0.1438Theta-0.0006Rho-75.94Eff Leverage0.0083Vega