0.10Open0.22Pre Close493 Volume632 Open Interest5395.00Strike Price11.93KTurnover26.85%IV2.90%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeEuropeanOptions Type-0.0059Delta0.0003Gamma44445.92Leverage Ratio-0.7831Theta-0.0006Rho-264.15Eff Leverage0.0410Vega