12.01Open12.92Pre Close10 Volume881 Open Interest8.00Strike Price12.01KTurnover2504.19%IV2.77%PremiumJul 19, 2024Expiry Date11.47Intrinsic Value100Multiplier0DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.9317Delta0.0080Gamma1.60Leverage Ratio-2.6498Theta0.0001Rho1.49Eff Leverage0.0009Vega