0.03Open0.03Pre Close4 Volume249 Open Interest85.00Strike Price12.00Turnover100.67%IV6.22%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0258Delta0.0198Gamma3020.33Leverage Ratio-0.2094Theta0.0000Rho-77.83Eff Leverage0.0018Vega