0.93Open2.05Pre Close37 Volume3.30K Open Interest135.00Strike Price12.56KTurnover310.65%IV0.47%PremiumJul 19, 2024Expiry Date2.95Intrinsic Value100Multiplier0DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.7633Delta0.0726Gamma38.86Leverage Ratio-18.5041Theta0.0001Rho29.66Eff Leverage0.0042Vega