12.48Open11.38Pre Close4 Volume154 Open Interest220.00Strike Price4.92KTurnover32.64%IV0.45%PremiumJul 19, 2024Expiry Date11.04Intrinsic Value100Multiplier6DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.8793Delta0.0200Gamma19.50Leverage Ratio-0.1816Theta0.0338Rho17.14Eff Leverage0.0617Vega