0.03Open0.03Pre Close4 Volume2.20K Open Interest8.50Strike Price12.00Turnover253.49%IV40.76%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0606Delta0.0968Gamma202.00Leverage Ratio-0.0241Theta0.0000Rho12.23Eff Leverage0.0006Vega