0.12Open0.21Pre Close1 Volume2 Open Interest179.00Strike Price12.00Turnover13.11%IV1.85%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1054Delta0.0762Gamma1465.58Leverage Ratio-0.0544Theta0.0020Rho154.45Eff Leverage0.0332Vega