0.01Open0.05Pre Close12 Volume7 Open Interest275.00Strike Price12.00Turnover67.66%IV10.94%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0816Delta0.0084Gamma384.33Leverage Ratio-0.3019Theta0.0022Rho31.36Eff Leverage0.0399Vega