0.06Open0.06Pre Close2 Volume283 Open Interest27.50Strike Price12.00Turnover73.28%IV11.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0768Delta0.0806Gamma412.17Leverage Ratio-0.0328Theta0.0002Rho31.65Eff Leverage0.0035Vega