0.65Open0.40Pre Close172 Volume716 Open Interest119.00Strike Price12.60KTurnover34.48%IV1.90%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type-0.3413Delta0.0993Gamma140.82Leverage Ratio-0.2492Theta-0.0031Rho-48.07Eff Leverage0.0393Vega