0.03Open0.04Pre Close4 Volume5.85K Open Interest5.00Strike Price12.00Turnover137.34%IV77.74%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0764Delta0.1440Gamma94.33Leverage Ratio-0.0030Theta0.0001Rho7.21Eff Leverage0.0010Vega