0.58Open0.41Pre Close158 Volume70 Open Interest25.00Strike Price12.87KTurnover70.90%IV2.59%PremiumJul 26, 2024Expiry Date0.33Intrinsic Value100Multiplier4DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.5455Delta0.1970Gamma25.30Leverage Ratio-0.0852Theta-0.0018Rho-13.80Eff Leverage0.0113Vega