0.07Open0.06Pre Close2 Volume197 Open Interest280.00Strike Price12.00Turnover68.45%IV13.97%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0210Delta0.0020Gamma1627.03Leverage Ratio-0.1135Theta-0.0008Rho-34.18Eff Leverage0.0185Vega