0.12Open0.20Pre Close1 Volume694 Open Interest85.00Strike Price12.00Turnover20.23%IV3.72%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1388Delta0.0706Gamma391.82Leverage Ratio-0.0291Theta-0.0034Rho-54.38Eff Leverage0.0343Vega