0.02Open0.01Pre Close6 Volume108 Open Interest118.00Strike Price12.00Turnover128.07%IV15.74%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0062Delta0.0018Gamma7001.00Leverage Ratio-0.0200Theta0.0000Rho-43.63Eff Leverage0.0013Vega