0.01Open0.39Pre Close12 Volume29 Open Interest19.00Strike Price12.00Turnover76.33%IV11.72%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0200Delta0.0363Gamma56.61Leverage Ratio-0.0088Theta0.0000Rho-1.13Eff Leverage0.0008Vega