5.00Open21.00Pre Close34 Volume16 Open Interest245.00Strike Price12.64KTurnover20.04%IV0.21%PremiumJul 19, 2024Expiry Date1.94Intrinsic Value100Multiplier2DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.6644Delta0.0859Gamma86.81Leverage Ratio-0.2775Theta-0.0108Rho-57.68Eff Leverage0.0779Vega