11.54Open8.02Pre Close13 Volume133 Open Interest342.50Strike Price13.00KTurnover39.25%IV0.67%PremiumJul 12, 2024Expiry Date5.44Intrinsic Value100Multiplier2DDays to Expiry2.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6943Delta0.0347Gamma46.17Leverage Ratio-0.8755Theta-0.0127Rho-32.06Eff Leverage0.0907Vega