0.01Open0.02Pre Close9 Volume282 Open Interest22.50Strike Price12.00Turnover111.12%IV24.45%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0114Delta0.0082Gamma1983.67Leverage Ratio-0.0095Theta0.0000Rho-22.70Eff Leverage0.0010Vega