0.06Open0.04Pre Close2 Volume541 Open Interest28.50Strike Price12.00Turnover36.63%IV3.93%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1176Delta0.2494Gamma610.67Leverage Ratio-0.0317Theta0.0002Rho71.82Eff Leverage0.0043Vega