0.60Open0.78Pre Close221 Volume1.06K Open Interest47.50Strike Price13.56KTurnover23.09%IV0.60%PremiumAug 2, 2024Expiry Date0.52Intrinsic Value100Multiplier4DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6676Delta0.2944Gamma58.92Leverage Ratio-0.0566Theta0.0039Rho39.33Eff Leverage0.0194Vega