11.54Open8.02Pre Close13 Volume133 Open Interest342.50Strike Price13.00KTurnover38.52%IV0.67%PremiumJul 12, 2024Expiry Date5.44Intrinsic Value100Multiplier2DDays to Expiry2.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6941Delta0.0347Gamma46.17Leverage Ratio-0.8387Theta-0.0131Rho-32.05Eff Leverage0.0925Vega