0.45Open0.53Pre Close578 Volume1.09K Open Interest172.50Strike Price12.33KTurnover18.48%IV2.98%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0805Delta0.0451Gamma1397.17Leverage Ratio-0.0563Theta0.0015Rho112.51Eff Leverage0.0267Vega