0.06Open1.00Pre Close2 Volume162 Open Interest112.00Strike Price12.00Turnover154.02%IV2.23%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0755Delta0.0807Gamma1908.17Leverage Ratio-3.3384Theta0.0000Rho-143.99Eff Leverage0.0016Vega