0.03Open0.09Pre Close4 Volume14 Open Interest39.50Strike Price12.00Turnover66.24%IV4.75%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1105Delta0.1139Gamma460.44Leverage Ratio-0.0879Theta-0.0002Rho-50.88Eff Leverage0.0047Vega