4.40Open4.50Pre Close29 Volume39 Open Interest202.50Strike Price12.67KTurnover26.19%IV0.30%PremiumJul 12, 2024Expiry Date3.71Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.7225Delta0.0575Gamma43.22Leverage Ratio-0.1985Theta-0.0159Rho-31.22Eff Leverage0.0757Vega