0.06Open0.05Pre Close2 Volume99 Open Interest15.00Strike Price12.00Turnover17.08%IV4.95%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1801Delta0.4191Gamma239.17Leverage Ratio-0.0038Theta0.0017Rho43.09Eff Leverage0.0096Vega