0.03Open0.10Pre Close4 Volume11 Open Interest101.00Strike Price12.00Turnover98.89%IV0.91%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0958Delta0.2542Gamma3337.33Leverage Ratio-3.3471Theta0.0000Rho319.74Eff Leverage0.0012Vega