0.06Open0.14Pre Close2 Volume199 Open Interest24.50Strike Price12.00Turnover24.40%IV1.45%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.3021Delta0.6628Gamma242.10Leverage Ratio-0.0347Theta0.0006Rho73.14Eff Leverage0.0075Vega