0.27Open0.19Pre Close1.01K Volume452 Open Interest59.00Strike Price12.64KTurnover28.50%IV0.05%PremiumJul 26, 2024Expiry Date0.04Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6330Delta3.1774Gamma843.43Leverage Ratio-1.2673Theta0.0000Rho533.87Eff Leverage0.0016Vega