5.00Open21.00Pre Close34 Volume30 Open Interest245.00Strike Price12.64KTurnover20.32%IV0.21%PremiumJul 19, 2024Expiry Date1.94Intrinsic Value100Multiplier2DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.6648Delta0.0859Gamma86.81Leverage Ratio-0.2869Theta-0.0106Rho-57.71Eff Leverage0.0767Vega