0.06Open0.55Pre Close2 Volume21 Open Interest237.50Strike Price12.00Turnover5004.24%IV6.98%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0185Delta0.0052Gamma4254.33Leverage Ratio-1054.0384Theta0.0000Rho-78.81Eff Leverage0.0001Vega