0.03Open0.05Pre Close4 Volume50 Open Interest2.50Strike Price12.00Turnover554.71%IV602.78%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1924Delta0.5927Gamma12.00Leverage Ratio-0.0032Theta0.0000Rho2.31Eff Leverage0.0002Vega