0.06Open0.05Pre Close2 Volume350 Open Interest17.00Strike Price12.00Turnover128.87%IV25.81%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0718Delta0.0688Gamma226.00Leverage Ratio-0.0265Theta0.0001Rho16.23Eff Leverage0.0021Vega