0.05Open0.10Pre Close2.42K Volume2.82K Open Interest5710.00Strike Price12.02KTurnover61.61%IV1.69%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0045Delta0.0004Gamma112307.00Leverage Ratio-5.9859Theta0.0000Rho501.72Eff Leverage0.0076Vega