5.70Open4.52Pre Close92.30K Volume319 Open Interest553.00Strike Price12.14MTurnover11.85%IV0.07%PremiumJul 18, 2024Expiry Date1.44Intrinsic Value100Multiplier0DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.7736Delta0.1265Gamma294.13Leverage Ratio-0.8197Theta0.0056Rho227.54Eff Leverage0.0603Vega