0.03Open0.03Pre Close4 Volume0 Open Interest48.50Strike Price12.00Turnover57.77%IV11.64%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0314Delta0.0282Gamma1449.00Leverage Ratio-0.0197Theta0.0001Rho45.48Eff Leverage0.0031Vega