0.01Open0.03Pre Close12 Volume3.91K Open Interest5.50Strike Price12.00Turnover61.77%IV17.99%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0537Delta0.2390Gamma467.00Leverage Ratio-0.0026Theta0.0001Rho25.09Eff Leverage0.0008Vega