0.70Open0.90Pre Close853 Volume395 Open Interest115.00Strike Price12.16KTurnover26.37%IV3.07%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1063Delta0.0630Gamma789.93Leverage Ratio-0.0780Theta-0.0010Rho-83.97Eff Leverage0.0202Vega