0.05Open0.05Pre Close252 Volume4.23K Open Interest5690.00Strike Price1.26KTurnover37.97%IV4.24%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0022Delta0.0001Gamma109171.20Leverage Ratio-0.5143Theta0.0002Rho237.32Eff Leverage0.0141Vega