0.12Open0.20Pre Close1 Volume158 Open Interest70.00Strike Price12.00Turnover42.03%IV5.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0996Delta0.0648Gamma530.08Leverage Ratio-0.0648Theta0.0006Rho52.78Eff Leverage0.0112Vega