0.03Open0.05Pre Close4 Volume9 Open Interest73.00Strike Price12.00Turnover125.42%IV29.46%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0138Delta0.0055Gamma1880.33Leverage Ratio-0.0249Theta0.0001Rho25.93Eff Leverage0.0018Vega