0.02Open0.04Pre Close6 Volume446 Open Interest67.50Strike Price12.00Turnover26.26%IV3.75%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0340Delta0.0510Gamma3505.50Leverage Ratio-0.0168Theta-0.0001Rho-119.27Eff Leverage0.0043Vega