0.12Open0.20Pre Close1 Volume158 Open Interest70.00Strike Price12.00Turnover44.74%IV6.07%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0948Delta0.0589Gamma528.88Leverage Ratio-0.0656Theta0.0006Rho50.13Eff Leverage0.0108Vega