0.12Open0.21Pre Close1 Volume2 Open Interest179.00Strike Price12.00Turnover13.26%IV1.85%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1053Delta0.0761Gamma1465.58Leverage Ratio-0.0554Theta0.0019Rho154.39Eff Leverage0.0328Vega