0.05Open0.02Pre Close3 Volume460 Open Interest157.50Strike Price12.00Turnover71.42%IV15.65%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0120Delta0.0036Gamma3891.71Leverage Ratio-0.0300Theta0.0001Rho46.65Eff Leverage0.0038Vega