0.03Open0.05Pre Close6 Volume40 Open Interest94.00Strike Price12.00Turnover52.70%IV5.19%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0140Delta0.0175Gamma8937.00Leverage Ratio-0.0481Theta0.0000Rho125.36Eff Leverage0.0014Vega