0.06Open0.05Pre Close2 Volume54 Open Interest3.00Strike Price12.00Turnover107.98%IV25.93%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2120Delta0.5228Gamma40.50Leverage Ratio-0.0050Theta0.0002Rho8.58Eff Leverage0.0015Vega