0.03Open0.05Pre Close4 Volume320 Open Interest180.00Strike Price12.00Turnover1019.11%IV27.29%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0070Delta0.0014Gamma4714.33Leverage Ratio-3.5285Theta0.0000Rho32.79Eff Leverage0.0003Vega