0.01Open0.04Pre Close12 Volume397 Open Interest87.00Strike Price12.00Turnover106.57%IV17.20%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0067Delta0.0040Gamma7424.00Leverage Ratio-0.0100Theta0.0000Rho49.58Eff Leverage0.0008Vega