0.03Open0.05Pre Close4 Volume741 Open Interest21.00Strike Price12.00Turnover132.53%IV23.05%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0399Delta0.0442Gamma569.67Leverage Ratio-0.0235Theta0.0000Rho22.71Eff Leverage0.0013Vega