0.06Open0.10Pre Close2 Volume102 Open Interest66.00Strike Price12.00Turnover95.65%IV17.11%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0392Delta0.0173Gamma752.13Leverage Ratio-0.0544Theta0.0002Rho29.51Eff Leverage0.0043Vega