0.06Open0.01Pre Close3 Volume259 Open Interest24.00Strike Price12.00Turnover74.13%IV9.99%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0440Delta0.0573Gamma887.68Leverage Ratio-0.0235Theta-0.0001Rho-39.09Eff Leverage0.0020Vega