0.01Open0.02Pre Close5 Volume421 Open Interest54.00Strike Price12.00Turnover191.52%IV18.31%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0135Delta0.0056Gamma2202.33Leverage Ratio-0.1115Theta0.0000Rho-29.71Eff Leverage0.0011Vega