0.04Open0.04Pre Close3 Volume8 Open Interest23.50Strike Price12.00Turnover91.76%IV11.89%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0467Delta0.0484Gamma665.63Leverage Ratio-0.0310Theta-0.0001Rho-31.07Eff Leverage0.0021Vega