0.05Open0.05Pre Close252 Volume4.23K Open Interest5690.00Strike Price1.26KTurnover37.34%IV4.28%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0022Delta0.0001Gamma109132.20Leverage Ratio-0.5111Theta0.0002Rho240.33Eff Leverage0.0144Vega