0.01Open0.01Pre Close12 Volume0 Open Interest6.00Strike Price12.00Turnover218.87%IV60.70%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0313Delta0.0790Gamma374.00Leverage Ratio-0.0060Theta0.0000Rho11.69Eff Leverage0.0003Vega