5.50Open5.05Pre Close22 Volume2.51K Open Interest125.00Strike Price12.09KTurnover35.24%IV0.18%PremiumJul 19, 2024Expiry Date5.77Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9225Delta0.0342Gamma21.89Leverage Ratio-0.1062Theta0.0097Rho20.19Eff Leverage0.0174Vega