0.01Open0.03Pre Close12 Volume26 Open Interest104.00Strike Price12.00Turnover79.16%IV6.59%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0093Delta0.0079Gamma11132.24Leverage Ratio-0.0745Theta0.0000Rho-103.70Eff Leverage0.0010Vega